-49.3%
TE vs NYT
+38.8%
-88.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +0.2% | -0.6% | +0.8% | +0.5% |
| 30D | -5.9% | +4.6% | -10.5% | -7.7% |
| 3M | -45.6% | -9.6% | -36.0% | -44.5% |
| 6M | -43.4% | -14.0% | -29.4% | -41.4% |
| YTD | -31.0% | -2.8% | -28.1% | -34.1% |
| 1Y | +145.2% | +15.6% | +129.6% | +108.5% |
| 3Y | -24.1% | +56.3% | -80.4% | -48.2% |
| All | -49.3% | +38.8% | -88.1% | -69.1% |
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