-14.0%
NYT vs TXT
-11.7%
-2.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.4% |
| 7D | -0.6% | +2.5% | -3.1% | -0.7% |
| 30D | +4.6% | -8.9% | +13.4% | +4.9% |
| 3M | -9.6% | -13.6% | +4.0% | -9.1% |
| 6M | -14.0% | -13.1% | -0.9% | -13.7% |
| All | -14.0% | -11.7% | -2.3% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling