My study design is following:
I have N different financial funds and their performance over T years. At the start of each year I want to test hypothesis that they perform better than the benchmark.
Question 1: As I am performing N independent tests at some $\alpha$ level, then I should apply some correction for multiple testing i.e. Bonferonni and test each at $\frac{\alpha}{N}$ level. Is this correct?
More difficult question concerns the time dynamics. As I test them each year, I am repeatedly using (old + past year) dataset.
Question 2: Does this mean that for example in Year X I should test all N funds at $\frac{\alpha}{X \cdot N}$ level or is there some more complicated relationship as the tests for each fund through time are not independent as they share large amount of data?
I was searching the internet for multiple testing problem under growing dataset, but only paper I found was (Trunk and Coleman 1982) which show that in a limit any null hypothesis will be rejected at the constant $\alpha$ level when the dataset is growing forever.