+406.7%
BNY vs TPR
+327.7%
+79.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.2% | -0.6% |
| 7D | -1.3% | -3.0% | +1.7% | -0.5% |
| 30D | -0.2% | -22.6% | +22.5% | +6.7% |
| 3M | +14.9% | -18.2% | +33.1% | +20.6% |
| 6M | +40.0% | -18.0% | +58.0% | +46.0% |
| YTD | +42.0% | -6.4% | +48.4% | +42.0% |
| 1Y | +56.9% | +12.3% | +44.5% | +47.7% |
| 3Y | +289.9% | +298.7% | -8.8% | +139.6% |
| 5Y | +259.2% | +232.5% | +26.7% | +125.1% |
| All | +406.7% | +327.7% | +79.0% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling