-41.3%
TECH vs NYT
+38.8%
-80.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -0.4% | -0.6% | +0.2% | -0.3% |
| 30D | 0.0% | +4.6% | -4.6% | -1.1% |
| 3M | +33.7% | -9.6% | +43.2% | +35.9% |
| 6M | +34.9% | -14.0% | +48.9% | +37.8% |
| YTD | +23.2% | -2.8% | +26.0% | +20.6% |
| 1Y | +36.3% | +15.6% | +20.7% | +25.6% |
| 3Y | +2.3% | +56.3% | -54.0% | -18.9% |
| All | -41.3% | +38.8% | -80.1% | -56.4% |
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