+124.3%
TDG vs NYT
+38.8%
+85.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.9% | -0.6% | -1.3% | -1.7% |
| 30D | -7.7% | +4.6% | -12.3% | -8.8% |
| 3M | -9.3% | -9.6% | +0.3% | -7.4% |
| 6M | -9.4% | -14.0% | +4.6% | -6.4% |
| YTD | -14.3% | -2.8% | -11.4% | -14.3% |
| 1Y | -11.8% | +15.6% | -27.4% | -16.1% |
| 3Y | +52.0% | +56.3% | -4.3% | +29.7% |
| All | +124.3% | +38.8% | +85.5% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling