+13,840.9%
TSM vs BNY
+1,066.1%
+12,774.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +4.8% | +0.3% | +4.5% | +4.6% |
| 30D | +4.0% | +1.9% | +2.1% | +3.1% |
| 3M | +2.0% | +13.9% | -11.9% | -3.9% |
| 6M | +25.5% | +42.3% | -16.8% | +7.4% |
| YTD | +44.0% | +41.8% | +2.2% | +23.0% |
| 1Y | +75.4% | +57.9% | +17.5% | +43.0% |
| 3Y | +406.7% | +290.7% | +116.0% | +177.9% |
| 5Y | +285.0% | +252.3% | +32.7% | +117.5% |
| 10Y | +1,815.4% | +412.8% | +1,402.6% | +763.0% |
| All | +13,840.9% | +1,066.1% | +12,774.8% | +1,884.3% |
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