+715.5%
NYT vs TXT
+2,073.6%
-1,358.1%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.2% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | +4.5% | -10.2% | +14.7% | +8.2% |
| 3M | -8.5% | -13.3% | +4.7% | -4.5% |
| 6M | -15.1% | -14.4% | -0.7% | -11.3% |
| YTD | -3.3% | -9.1% | +5.8% | -1.4% |
| 1Y | +17.0% | -2.2% | +19.2% | +16.1% |
| 3Y | +55.7% | +5.1% | +50.6% | +48.0% |
| 5Y | +38.9% | +12.8% | +26.0% | +26.9% |
| 10Y | +485.3% | +101.4% | +383.9% | +296.0% |
| All | +715.5% | +2,073.6% | -1,358.1% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling