+1,851.9%
TER vs NYT
+489.9%
+1,362.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | +6.4% | -0.6% | +6.9% | +6.6% |
| 30D | -5.7% | +4.6% | -10.3% | -7.4% |
| 3M | -0.4% | -9.6% | +9.2% | +1.4% |
| 6M | +25.8% | -14.0% | +39.8% | +30.4% |
| YTD | +96.4% | -2.8% | +99.3% | +92.7% |
| 1Y | +229.2% | +15.6% | +213.6% | +197.9% |
| 3Y | +288.1% | +56.3% | +231.8% | +201.2% |
| 5Y | +219.9% | +39.5% | +180.4% | +151.7% |
| All | +1,851.9% | +489.9% | +1,362.0% | +1,033.2% |
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