+406.7%
BNY vs TCOM
-9.8%
+416.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.3% | -4.9% | +3.6% | -0.5% |
| 30D | -0.2% | -14.4% | +14.2% | +2.3% |
| 3M | +14.9% | -17.7% | +32.6% | +18.2% |
| 6M | +40.0% | -25.1% | +65.1% | +46.2% |
| YTD | +42.0% | -45.7% | +87.7% | +55.8% |
| 1Y | +56.9% | -47.9% | +104.7% | +73.1% |
| 3Y | +289.9% | +8.9% | +280.9% | +263.7% |
| 5Y | +259.2% | +26.9% | +232.3% | +209.3% |
| All | +406.7% | -9.8% | +416.5% | +337.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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