+406.7%
BNY vs TAP
-49.9%
+456.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.4% |
| 7D | -1.3% | -3.9% | +2.6% | 0.0% |
| 30D | -0.2% | -5.3% | +5.1% | +1.5% |
| 3M | +14.9% | -3.8% | +18.7% | +15.6% |
| 6M | +40.0% | -11.4% | +51.4% | +44.5% |
| YTD | +42.0% | -13.7% | +55.7% | +46.9% |
| 1Y | +56.9% | -17.2% | +74.0% | +64.1% |
| 3Y | +289.9% | -33.1% | +322.9% | +335.6% |
| 5Y | +259.2% | +0.8% | +258.4% | +229.9% |
| All | +406.7% | -49.9% | +456.6% | +363.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling