+29.5%
TER vs NYT
-16.3%
+45.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +2.5% |
| 7D | +12.4% | -1.6% | +14.0% | +11.8% |
| 30D | +5.1% | +2.8% | +2.4% | +6.1% |
| 3M | +4.0% | -9.2% | +13.2% | +4.8% |
| 6M | +29.5% | -17.1% | +46.6% | +28.6% |
| All | +29.5% | -16.3% | +45.8% | +28.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling