-53.4%
TE vs NYT
+124.1%
-177.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | +0.9% | -0.7% | +1.6% | +1.1% |
| 30D | -16.3% | +4.5% | -20.7% | -17.4% |
| 3M | -40.8% | -8.5% | -32.2% | -40.1% |
| 6M | -42.6% | -15.1% | -27.6% | -40.9% |
| YTD | -31.4% | -3.3% | -28.1% | -33.1% |
| 1Y | +144.9% | +17.0% | +127.9% | +120.1% |
| 3Y | -26.0% | +55.7% | -81.7% | -40.9% |
| 5Y | -48.5% | +38.9% | -87.3% | -60.7% |
| All | -53.4% | +124.1% | -177.5% | -64.9% |
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