+100,886.2%
TECH vs NYT
+772.2%
+100,114.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | +0.2% | +0.3% | -0.2% | +0.1% |
| 30D | +0.1% | +7.0% | -6.8% | -1.1% |
| 3M | +37.5% | -7.9% | +45.4% | +38.9% |
| 6M | +34.6% | -15.0% | +49.6% | +37.2% |
| YTD | +23.5% | -1.3% | +24.8% | +22.1% |
| 1Y | +34.4% | +16.9% | +17.5% | +28.6% |
| 3Y | +2.3% | +58.9% | -56.6% | -8.6% |
| 5Y | -41.7% | +40.9% | -82.6% | -47.4% |
| 10Y | +177.6% | +471.8% | -294.2% | +91.0% |
| All | +100,886.2% | +772.2% | +100,114.0% | +59,562.0% |
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