+327.5%
BNY vs TXG
+27.0%
+300.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.3% |
| 7D | -1.3% | +9.5% | -10.8% | -2.2% |
| 30D | -0.2% | +18.8% | -18.9% | -2.0% |
| 3M | +14.9% | +136.1% | -121.2% | +4.5% |
| 6M | +40.0% | +235.2% | -195.3% | +22.0% |
| YTD | +42.0% | +320.5% | -278.6% | +20.6% |
| 1Y | +56.9% | +425.2% | -368.3% | +29.2% |
| 3Y | +289.9% | +42.9% | +247.0% | +252.3% |
| 5Y | +259.2% | -62.8% | +322.0% | +241.0% |
| All | +327.5% | +27.0% | +300.5% | +227.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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