+341.5%
TSM vs BMY
+36.2%
+305.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -2.5% | -1.4% | -1.1% | -2.6% |
| 30D | -14.3% | +5.1% | -19.4% | -13.8% |
| 3M | -7.2% | -3.0% | -4.2% | -7.3% |
| 6M | -5.1% | +13.1% | -18.2% | -3.9% |
| YTD | +28.9% | +20.3% | +8.6% | +31.6% |
| 1Y | +37.1% | +39.0% | -1.9% | +41.6% |
| 3Y | +341.5% | +42.0% | +299.5% | +376.3% |
| All | +341.5% | +36.2% | +305.3% | +376.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BMY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling