+596.4%
BNY vs TDY
+7,056.0%
-6,459.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | -1.3% | -1.1% | -0.2% | -0.9% |
| 30D | -0.2% | -12.0% | +11.9% | +4.3% |
| 3M | +14.9% | -3.2% | +18.1% | +16.0% |
| 6M | +40.0% | -7.9% | +47.9% | +43.4% |
| YTD | +42.0% | +18.2% | +23.8% | +33.0% |
| 1Y | +56.9% | +6.7% | +50.2% | +51.9% |
| 3Y | +289.9% | +47.5% | +242.3% | +235.0% |
| 5Y | +259.2% | +39.5% | +219.7% | +212.7% |
| 10Y | +413.3% | +477.2% | -63.9% | +177.1% |
| All | +596.4% | +7,056.0% | -6,459.6% | +149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling