+418.4%
BNY vs TPR
+7,101.5%
-6,683.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | +0.1% |
| 7D | +1.5% | -3.4% | +4.8% | +2.7% |
| 30D | +3.3% | -27.3% | +30.6% | +14.7% |
| 3M | +15.3% | -16.2% | +31.6% | +21.4% |
| 6M | +42.5% | -17.9% | +60.3% | +49.9% |
| YTD | +42.0% | -7.1% | +49.1% | +42.4% |
| 1Y | +59.3% | +13.6% | +45.7% | +47.3% |
| 3Y | +291.2% | +293.7% | -2.5% | +118.1% |
| 5Y | +252.1% | +239.1% | +13.0% | +97.6% |
| 10Y | +407.1% | +311.2% | +95.9% | +122.5% |
| All | +418.4% | +7,101.5% | -6,683.1% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling