-41.9%
IT vs NYT
+38.8%
-80.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.8% | +5.1% |
| 7D | -3.7% | -0.6% | -3.1% | -3.5% |
| 30D | +0.1% | +4.6% | -4.5% | -1.6% |
| 3M | +20.7% | -9.6% | +30.3% | +24.8% |
| 6M | +12.0% | -14.0% | +26.0% | +17.2% |
| YTD | -28.8% | -2.8% | -26.0% | -28.6% |
| 1Y | -25.5% | +15.6% | -41.1% | -30.0% |
| 3Y | -48.8% | +56.3% | -105.1% | -57.7% |
| All | -41.9% | +38.8% | -80.7% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling