+42.0%
BNY vs BTSG
+37.1%
+4.9%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.6% | +6.7% | +0.1% |
| 7D | -1.1% | -5.8% | +4.7% | -1.0% |
| 30D | +1.4% | 0.0% | +1.4% | +1.4% |
| 3M | +16.8% | -4.5% | +21.3% | +17.1% |
| 6M | +42.0% | +40.0% | +2.0% | +38.4% |
| All | +42.0% | +37.1% | +4.9% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 6mo: compounded portfolio wealth divided by compounded BTSG 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…
6mo analysis · Full analysis span regression · 6 months rolling