+36.0%
TSM vs BNY
+45.2%
-9.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -3.2% |
| 7D | -10.0% | +2.8% | -12.7% | -11.0% |
| 30D | -18.5% | +6.7% | -25.2% | -20.7% |
| 3M | -4.9% | -2.2% | -2.7% | -4.0% |
| 6M | -1.0% | +16.8% | -17.7% | -7.8% |
| YTD | +31.3% | +33.9% | -2.6% | +9.8% |
| 1Y | +36.0% | +43.9% | -7.9% | +7.7% |
| All | +36.0% | +45.2% | -9.1% | +7.7% |
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