+537.0%
TDG vs NYT
+489.9%
+47.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -1.9% | -0.6% | -1.3% | -1.7% |
| 30D | -7.7% | +4.6% | -12.3% | -9.0% |
| 3M | -9.3% | -9.6% | +0.3% | -7.0% |
| 6M | -9.4% | -14.0% | +4.6% | -5.8% |
| YTD | -14.3% | -2.8% | -11.4% | -14.4% |
| 1Y | -11.8% | +15.6% | -27.4% | -16.8% |
| 3Y | +52.0% | +56.3% | -4.3% | +26.9% |
| 5Y | +128.8% | +39.5% | +89.3% | +92.4% |
| All | +537.0% | +489.9% | +47.0% | +310.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling