+292.4%
C vs NYT
+489.9%
-197.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.1% |
| 7D | +0.8% | -0.6% | +1.4% | +1.0% |
| 30D | +0.9% | +4.6% | -3.7% | -0.6% |
| 3M | +1.1% | -9.6% | +10.6% | +3.5% |
| 6M | +28.4% | -14.0% | +42.4% | +33.2% |
| YTD | +20.8% | -2.8% | +23.6% | +19.7% |
| 1Y | +43.4% | +15.6% | +27.9% | +33.4% |
| 3Y | +274.9% | +56.3% | +218.6% | +205.7% |
| 5Y | +136.7% | +39.5% | +97.2% | +93.8% |
| All | +292.4% | +489.9% | -197.5% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling