+41.6%
NYT vs TRU
-35.6%
+77.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.9% |
| 3M | -9.6% | +18.4% | -28.0% | -13.4% |
| 6M | -14.0% | +8.9% | -22.9% | -16.2% |
| YTD | -2.8% | -8.9% | +6.1% | -1.8% |
| 1Y | +15.6% | -15.9% | +31.5% | +18.7% |
| 3Y | +56.3% | -1.1% | +57.4% | +49.3% |
| All | +41.6% | -35.6% | +77.2% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling