+7,832.4%
TD vs NYT
+508.9%
+7,323.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | -2.6% | -0.7% | -1.8% | -2.4% |
| 30D | -1.0% | +4.5% | -5.5% | -2.1% |
| 3M | +5.6% | -8.5% | +14.1% | +7.2% |
| 6M | +27.1% | -15.1% | +42.1% | +30.9% |
| YTD | +29.4% | -3.3% | +32.7% | +29.0% |
| 1Y | +60.7% | +17.0% | +43.7% | +52.8% |
| 3Y | +127.6% | +55.7% | +72.0% | +98.9% |
| 5Y | +125.4% | +38.9% | +86.5% | +97.4% |
| 10Y | +300.4% | +485.3% | -184.9% | +134.3% |
| All | +7,832.4% | +508.9% | +7,323.5% | +3,371.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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