+669.9%
BNY vs TMF
-68.9%
+738.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +1.5% | +1.0% | +0.5% | +1.7% |
| 30D | +3.3% | -1.8% | +5.2% | +3.0% |
| 3M | +15.3% | -8.2% | +23.6% | +13.5% |
| 6M | +42.5% | -19.5% | +61.9% | +36.7% |
| YTD | +42.0% | -16.0% | +58.0% | +37.7% |
| 1Y | +59.3% | -22.5% | +81.8% | +52.1% |
| 3Y | +291.2% | -42.3% | +333.5% | +260.1% |
| 5Y | +252.1% | -87.7% | +339.7% | +126.9% |
| 10Y | +407.1% | -86.5% | +493.6% | +290.0% |
| All | +669.9% | -68.9% | +738.8% | +805.8% |
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