+16.5%
NYT vs BTG
+24.4%
-7.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -0.4% |
| 7D | -3.9% | -0.2% | -3.7% | -3.8% |
| 30D | +4.3% | -0.8% | +5.1% | +4.3% |
| 3M | -11.7% | +31.8% | -43.6% | -10.2% |
| 6M | -14.4% | +20.4% | -34.8% | -13.2% |
| YTD | -3.0% | +14.7% | -17.8% | -1.4% |
| 1Y | +16.5% | +29.4% | -12.8% | +19.2% |
| All | +16.5% | +24.4% | -7.8% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling