+116.2%
TT vs BNY
+287.0%
-170.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.2% | -1.3% | +0.1% | -0.6% |
| 30D | -7.3% | -0.2% | -7.1% | -7.3% |
| 3M | -3.6% | +14.9% | -18.5% | -10.0% |
| 6M | +2.8% | +40.0% | -37.2% | -12.8% |
| YTD | +14.5% | +42.0% | -27.5% | -3.9% |
| 1Y | +7.4% | +56.9% | -49.4% | -14.3% |
| 3Y | +116.2% | +289.9% | -173.6% | +1.2% |
| All | +116.2% | +287.0% | -170.8% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling