+725.8%
BNY vs TCOM
+2,557.8%
-1,832.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.3% | -4.9% | +3.6% | -0.4% |
| 30D | -0.2% | -14.4% | +14.2% | +2.6% |
| 3M | +14.9% | -17.7% | +32.6% | +18.6% |
| 6M | +40.0% | -25.1% | +65.1% | +46.9% |
| YTD | +42.0% | -45.7% | +87.7% | +57.2% |
| 1Y | +56.9% | -47.9% | +104.7% | +74.8% |
| 3Y | +289.9% | +8.9% | +280.9% | +264.4% |
| 5Y | +259.2% | +26.9% | +232.3% | +207.0% |
| 10Y | +413.3% | -11.2% | +424.4% | +343.8% |
| All | +725.8% | +2,557.8% | -1,832.0% | +273.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling