+755.1%
TEAM vs NYT
+441.3%
+313.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | -7.8% | -0.7% | -7.0% | -7.6% |
| 30D | +16.5% | +4.5% | +12.1% | +14.5% |
| 3M | +96.2% | -8.5% | +104.7% | +101.9% |
| 6M | +130.2% | -15.1% | +145.2% | +142.1% |
| YTD | +10.7% | -3.3% | +14.0% | +10.7% |
| 1Y | +3.0% | +17.0% | -14.0% | -4.4% |
| 3Y | -13.1% | +55.7% | -68.7% | -28.8% |
| 5Y | -52.7% | +38.9% | -91.6% | -61.1% |
| 10Y | +509.1% | +485.3% | +23.8% | +182.1% |
| All | +755.1% | +441.3% | +313.8% | +323.9% |
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