+41.6%
NYT vs TXT
+14.1%
+27.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.2% |
| 7D | -0.6% | +2.5% | -3.1% | -1.3% |
| 30D | +4.6% | -8.9% | +13.4% | +7.5% |
| 3M | -9.6% | -13.6% | +4.0% | -5.9% |
| 6M | -14.0% | -13.1% | -0.9% | -10.9% |
| YTD | -2.8% | -7.0% | +4.2% | -2.0% |
| 1Y | +15.6% | -1.4% | +17.0% | +13.9% |
| 3Y | +56.3% | +7.0% | +49.4% | +45.4% |
| All | +41.6% | +14.1% | +27.5% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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