+148.6%
TE vs BNY
+59.6%
+89.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +0.9% |
| 7D | -4.0% | +1.4% | -5.4% | -5.6% |
| 30D | -15.9% | +3.8% | -19.7% | -20.4% |
| 3M | -60.5% | +14.9% | -75.5% | -67.5% |
| 6M | -35.2% | +40.3% | -75.6% | -60.9% |
| YTD | -31.1% | +43.8% | -74.9% | -61.9% |
| 1Y | +148.6% | +58.9% | +89.8% | +10.5% |
| All | +148.6% | +59.6% | +89.1% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling