+289.5%
BNY vs TMF
-42.1%
+331.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | -0.2% |
| 7D | +0.3% | -0.9% | +1.2% | +0.3% |
| 30D | +1.9% | -1.0% | +2.9% | +2.0% |
| 3M | +13.9% | -11.3% | +25.2% | +14.3% |
| 6M | +42.3% | -22.7% | +65.0% | +43.4% |
| YTD | +41.8% | -17.3% | +59.2% | +42.6% |
| 1Y | +57.9% | -22.5% | +80.4% | +59.1% |
| All | +289.5% | -42.1% | +331.6% | +283.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling