+858.2%
BNY vs TNA
+924.1%
-65.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.3% |
| 7D | -1.3% | -7.3% | +5.9% | +0.9% |
| 30D | -0.2% | -14.2% | +14.0% | +4.4% |
| 3M | +14.9% | -4.6% | +19.5% | +15.8% |
| 6M | +40.0% | +36.9% | +3.1% | +24.0% |
| YTD | +42.0% | +42.5% | -0.6% | +23.4% |
| 1Y | +56.9% | +45.8% | +11.1% | +33.4% |
| 3Y | +289.9% | +104.7% | +185.2% | +161.8% |
| 5Y | +259.2% | -21.7% | +280.9% | +188.6% |
| 10Y | +413.3% | +83.8% | +329.4% | +115.5% |
| All | +858.2% | +924.1% | -65.9% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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