+256.9%
BNY vs TDY
+39.0%
+217.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | -1.3% | -1.1% | -0.2% | -0.9% |
| 30D | -0.2% | -12.0% | +11.9% | +5.4% |
| 3M | +14.9% | -3.2% | +18.1% | +16.2% |
| 6M | +40.0% | -7.9% | +47.9% | +44.2% |
| YTD | +42.0% | +18.2% | +23.8% | +29.7% |
| 1Y | +56.9% | +6.7% | +50.2% | +50.0% |
| 3Y | +289.9% | +47.5% | +242.3% | +213.4% |
| All | +256.9% | +39.0% | +217.9% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling