+194.2%
BNY vs TEM
+46.9%
+147.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.2% | +0.3% |
| 7D | -1.1% | -9.2% | +8.1% | -0.5% |
| 30D | +1.4% | +5.5% | -4.1% | +0.7% |
| 3M | +16.8% | +18.7% | -1.9% | +14.6% |
| 6M | +42.0% | +15.4% | +26.6% | +39.0% |
| YTD | +41.9% | -0.5% | +42.4% | +40.2% |
| 1Y | +59.2% | -24.8% | +84.0% | +59.5% |
| All | +194.2% | +46.9% | +147.4% | +173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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