-10.5%
TEM vs NYT
+16.5%
-27.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.8% |
| 7D | -1.3% | -3.9% | +2.6% | -1.1% |
| 30D | -9.5% | +4.3% | -13.8% | -9.8% |
| 3M | +60.7% | -11.7% | +72.4% | +60.0% |
| 6M | +35.5% | -14.4% | +49.9% | +36.6% |
| YTD | +28.0% | -3.0% | +31.1% | +41.2% |
| 1Y | -10.5% | +16.5% | -27.1% | +25.8% |
| All | -10.5% | +16.5% | -27.0% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling