+1,831.4%
T vs BNY
+8,066.6%
-6,235.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | +4.6% | +1.9% | +2.6% | +4.0% |
| 3M | +12.2% | +13.9% | -1.7% | +8.2% |
| 6M | -6.5% | +42.3% | -48.8% | -15.2% |
| YTD | +4.9% | +41.8% | -37.0% | -5.2% |
| 1Y | -10.5% | +57.9% | -68.4% | -21.5% |
| 3Y | +104.6% | +290.7% | -186.1% | +39.4% |
| 5Y | +64.2% | +252.3% | -188.1% | +13.4% |
| 10Y | +68.4% | +412.8% | -344.3% | +2.5% |
| All | +1,831.4% | +8,066.6% | -6,235.2% | +531.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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