+406.7%
BNY vs TMF
-86.4%
+493.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.3% | -5.1% | +3.8% | -2.0% |
| 30D | -0.2% | -4.6% | +4.4% | -0.8% |
| 3M | +14.9% | -16.6% | +31.5% | +12.2% |
| 6M | +40.0% | -19.9% | +59.9% | +36.0% |
| YTD | +42.0% | -20.2% | +62.1% | +38.0% |
| 1Y | +56.9% | -27.7% | +84.6% | +50.5% |
| 3Y | +289.9% | -43.9% | +333.8% | +266.0% |
| 5Y | +259.2% | -88.4% | +347.6% | +135.8% |
| All | +406.7% | -86.4% | +493.2% | +301.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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