+1,203.0%
NYT vs TMF
-68.9%
+1,271.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.3% | +1.0% | -0.6% | +0.5% |
| 30D | +7.0% | -1.8% | +8.8% | +6.7% |
| 3M | -7.9% | -8.2% | +0.3% | -8.9% |
| 6M | -15.0% | -19.5% | +4.5% | -17.6% |
| YTD | -1.3% | -16.0% | +14.7% | -3.6% |
| 1Y | +16.9% | -22.5% | +39.4% | +12.8% |
| 3Y | +58.9% | -42.3% | +101.2% | +49.5% |
| 5Y | +40.9% | -87.7% | +128.6% | -0.1% |
| 10Y | +471.8% | -86.5% | +558.3% | +363.5% |
| All | +1,203.0% | -68.9% | +1,271.9% | +1,662.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling