+309.3%
TEL vs NYT
+489.9%
-180.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.4% |
| 7D | +1.6% | -0.6% | +2.2% | +1.8% |
| 30D | -0.7% | +4.6% | -5.2% | -2.1% |
| 3M | +2.4% | -9.6% | +12.0% | +4.8% |
| 6M | +4.1% | -14.0% | +18.1% | +8.1% |
| YTD | -5.8% | -2.8% | -3.0% | -6.1% |
| 1Y | +0.9% | +15.6% | -14.7% | -5.0% |
| 3Y | +72.6% | +56.3% | +16.3% | +44.7% |
| 5Y | +57.5% | +39.5% | +18.0% | +32.9% |
| All | +309.3% | +489.9% | -180.6% | +143.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling