+148.6%
TE vs NYT
+15.2%
+133.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.5% |
| 7D | -4.0% | -1.3% | -2.7% | -4.6% |
| 30D | -15.9% | +2.7% | -18.7% | -14.5% |
| 3M | -60.5% | -10.3% | -50.2% | -61.4% |
| 6M | -35.2% | -16.6% | -18.6% | -37.8% |
| YTD | -31.1% | -2.3% | -28.9% | -25.6% |
| 1Y | +148.6% | +15.0% | +133.6% | +252.0% |
| All | +148.6% | +15.2% | +133.4% | +252.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling