+41.6%
NYT vs TDY
+39.0%
+2.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.1% |
| 7D | -0.6% | -1.1% | +0.5% | -0.2% |
| 30D | +4.6% | -12.0% | +16.6% | +8.8% |
| 3M | -9.6% | -3.2% | -6.4% | -9.1% |
| 6M | -14.0% | -7.9% | -6.1% | -12.3% |
| YTD | -2.8% | +18.2% | -21.1% | -10.0% |
| 1Y | +15.6% | +6.7% | +8.9% | +11.0% |
| 3Y | +56.3% | +47.5% | +8.8% | +28.8% |
| All | +41.6% | +39.0% | +2.6% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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