+41.6%
NYT vs TAP
-0.1%
+41.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | -0.6% | -3.9% | +3.3% | +0.2% |
| 30D | +4.6% | -5.3% | +9.8% | +5.6% |
| 3M | -9.6% | -3.8% | -5.8% | -9.0% |
| 6M | -14.0% | -11.4% | -2.6% | -12.3% |
| YTD | -2.8% | -13.7% | +10.9% | -0.8% |
| 1Y | +15.6% | -17.2% | +32.8% | +18.9% |
| 3Y | +56.3% | -33.1% | +89.4% | +67.3% |
| All | +41.6% | -0.1% | +41.7% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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