+210.9%
BNY vs BTSG
+389.4%
-178.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.1% |
| 7D | -1.3% | -3.3% | +2.0% | -1.0% |
| 30D | -0.2% | -1.6% | +1.4% | -0.1% |
| 3M | +14.9% | -6.9% | +21.8% | +15.2% |
| 6M | +40.0% | +42.1% | -2.1% | +31.2% |
| YTD | +42.0% | +56.8% | -14.8% | +31.0% |
| 1Y | +56.9% | +109.8% | -53.0% | +38.2% |
| All | +210.9% | +389.4% | -178.5% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling