+481.9%
NYT vs TRU
+147.2%
+334.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -0.6% | -2.7% | +2.1% | +0.1% |
| 30D | +4.6% | -2.0% | +6.6% | +5.0% |
| 3M | -9.6% | +18.4% | -28.0% | -13.8% |
| 6M | -14.0% | +8.9% | -22.9% | -16.5% |
| YTD | -2.8% | -8.9% | +6.1% | -1.7% |
| 1Y | +15.6% | -15.9% | +31.5% | +18.9% |
| 3Y | +56.3% | -1.1% | +57.4% | +46.9% |
| 5Y | +39.5% | -35.2% | +74.7% | +47.2% |
| All | +481.9% | +147.2% | +334.8% | +368.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling