+411.0%
TSM vs BMY
+23.8%
+387.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.5% | +2.1% |
| 7D | +6.0% | -3.3% | +9.4% | +5.8% |
| 30D | +4.5% | 0.0% | +4.6% | +4.5% |
| 3M | +3.1% | +17.7% | -14.6% | +4.4% |
| 6M | +30.2% | +9.6% | +20.6% | +31.4% |
| YTD | +45.2% | +24.0% | +21.2% | +47.9% |
| 1Y | +79.6% | +45.1% | +34.5% | +84.9% |
| 3Y | +411.0% | +22.5% | +388.5% | +461.9% |
| All | +411.0% | +23.8% | +387.2% | +461.9% |
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