+707.2%
BNY vs TRI
+509.5%
+197.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.9% |
| 7D | -1.3% | -7.9% | +6.6% | +3.2% |
| 30D | -0.2% | -4.5% | +4.3% | +1.5% |
| 3M | +14.9% | +22.1% | -7.2% | -2.0% |
| 6M | +40.0% | -2.8% | +42.8% | +33.4% |
| YTD | +42.0% | -23.4% | +65.4% | +52.9% |
| 1Y | +56.9% | -41.5% | +98.4% | +99.9% |
| 3Y | +289.9% | -19.2% | +309.1% | +284.7% |
| 5Y | +259.2% | -9.4% | +268.6% | +220.4% |
| 10Y | +413.3% | +195.6% | +217.7% | +84.8% |
| All | +707.2% | +509.5% | +197.7% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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