+137.1%
NYT vs TDY
+7,056.0%
-6,919.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.1% |
| 7D | -0.6% | -1.1% | +0.5% | -0.3% |
| 30D | +4.6% | -12.0% | +16.6% | +8.1% |
| 3M | -9.6% | -3.2% | -6.4% | -9.1% |
| 6M | -14.0% | -7.9% | -6.1% | -12.6% |
| YTD | -2.8% | +18.2% | -21.1% | -7.9% |
| 1Y | +15.6% | +6.7% | +8.9% | +12.4% |
| 3Y | +56.3% | +47.5% | +8.8% | +38.0% |
| 5Y | +39.5% | +39.5% | 0.0% | +24.3% |
| 10Y | +488.0% | +477.2% | +10.8% | +257.4% |
| All | +137.1% | +7,056.0% | -6,919.0% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling