+629.0%
BNY vs TMF
-72.0%
+701.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.1% |
| 7D | +3.9% | -9.3% | +13.1% | +1.9% |
| 30D | +11.9% | +1.9% | +10.0% | +12.5% |
| 3M | -5.0% | -11.2% | +6.2% | -7.1% |
| 6M | +14.6% | -17.7% | +32.3% | +10.5% |
| YTD | +34.5% | -24.5% | +58.9% | +27.8% |
| 1Y | +40.6% | -29.4% | +70.0% | +31.8% |
| 3Y | +261.7% | -33.4% | +295.1% | +244.5% |
| 5Y | +192.3% | -88.7% | +281.0% | +84.7% |
| 10Y | +324.0% | -82.5% | +406.4% | +252.2% |
| All | +629.0% | -72.0% | +701.1% | +740.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling