+55.6%
NYT vs TMF
-44.0%
+99.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.2% |
| 7D | -0.7% | -4.8% | +4.0% | -0.4% |
| 30D | +4.5% | -4.9% | +9.4% | +4.8% |
| 3M | -8.5% | -13.4% | +4.9% | -7.7% |
| 6M | -15.1% | -23.0% | +8.0% | -13.7% |
| YTD | -3.3% | -20.2% | +16.9% | -2.0% |
| 1Y | +17.0% | -26.5% | +43.5% | +19.0% |
| All | +55.6% | -44.0% | +99.6% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 3y: compounded portfolio wealth divided by compounded TMF 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…
3y analysis · Full analysis span regression · 6 months rolling