+46.6%
TEM vs NYT
+38.1%
+8.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -8.7% | -0.6% | -8.1% | -8.5% |
| 30D | +8.1% | +4.6% | +3.5% | +6.6% |
| 3M | +19.0% | -9.6% | +28.6% | +21.5% |
| 6M | +12.0% | -14.0% | +26.0% | +16.9% |
| YTD | -0.1% | -2.8% | +2.8% | -0.8% |
| 1Y | -33.5% | +15.6% | -49.1% | -39.4% |
| All | +46.6% | +38.1% | +8.5% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling