-16.0%
TEAM vs NYT
+56.2%
-72.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -5.2% | -0.6% | -4.6% | -5.1% |
| 30D | +15.8% | +4.6% | +11.2% | +13.8% |
| 3M | +101.5% | -9.6% | +111.0% | +107.9% |
| 6M | +138.2% | -14.0% | +152.2% | +148.2% |
| YTD | +10.8% | -2.8% | +13.7% | +10.3% |
| 1Y | +1.7% | +15.6% | -13.9% | -5.5% |
| 3Y | -16.0% | +56.3% | -72.4% | -32.6% |
| All | -16.0% | +56.2% | -72.2% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling