+399.7%
NYT vs BTG
+373.5%
+26.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 3M | -9.6% | +32.0% | -41.6% | -11.5% |
| 6M | -14.0% | +3.4% | -17.4% | -14.8% |
| YTD | -2.8% | +20.8% | -23.6% | -5.1% |
| 1Y | +15.6% | +22.4% | -6.8% | +12.5% |
| 3Y | +56.3% | +91.7% | -35.4% | +45.7% |
| 5Y | +39.5% | +79.0% | -39.5% | +29.5% |
| 10Y | +488.0% | +152.6% | +335.5% | +412.3% |
| All | +399.7% | +373.5% | +26.1% | +228.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling