+41.6%
NYT vs TMF
-88.5%
+130.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -0.6% | -5.1% | +4.5% | -0.3% |
| 30D | +4.6% | -4.6% | +9.2% | +4.9% |
| 3M | -9.6% | -16.6% | +7.0% | -8.6% |
| 6M | -14.0% | -19.9% | +5.9% | -12.9% |
| YTD | -2.8% | -20.2% | +17.3% | -1.6% |
| 1Y | +15.6% | -27.7% | +43.3% | +17.6% |
| 3Y | +56.3% | -43.9% | +100.2% | +59.0% |
| All | +41.6% | -88.5% | +130.2% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling