+193.1%
BNY vs TMF
-88.6%
+281.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.4% |
| 7D | +3.9% | -9.3% | +13.1% | +3.9% |
| 30D | +11.9% | +1.9% | +10.0% | +11.9% |
| 3M | -5.0% | -11.2% | +6.2% | -5.0% |
| 6M | +14.6% | -17.7% | +32.3% | +14.7% |
| YTD | +34.5% | -24.5% | +58.9% | +34.6% |
| 1Y | +40.6% | -29.4% | +70.0% | +40.7% |
| 3Y | +261.7% | -33.4% | +295.1% | +261.4% |
| All | +193.1% | -88.6% | +281.7% | +139.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling