+41.6%
NYT vs BTG
+78.0%
-36.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -0.6% | -3.8% | +3.2% | -0.4% |
| 30D | +4.6% | +3.6% | +0.9% | +4.4% |
| 3M | -9.6% | +32.0% | -41.6% | -10.9% |
| 6M | -14.0% | +3.4% | -17.4% | -14.3% |
| YTD | -2.8% | +20.8% | -23.6% | -4.8% |
| 1Y | +15.6% | +22.4% | -6.8% | +12.7% |
| 3Y | +56.3% | +91.7% | -35.4% | +43.7% |
| All | +41.6% | +78.0% | -36.4% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling