+15,250.0%
TER vs NYT
+754.7%
+14,495.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.9% |
| 7D | +12.4% | -1.6% | +14.0% | +13.1% |
| 30D | +5.1% | +2.8% | +2.4% | +3.8% |
| 3M | +4.0% | -9.2% | +13.2% | +5.9% |
| 6M | +29.5% | -17.1% | +46.6% | +36.2% |
| YTD | +98.5% | -3.2% | +101.7% | +95.4% |
| 1Y | +234.1% | +15.7% | +218.4% | +203.7% |
| 3Y | +289.0% | +55.7% | +233.3% | +208.1% |
| 5Y | +228.2% | +39.4% | +188.8% | +165.6% |
| 10Y | +1,895.7% | +485.6% | +1,410.1% | +755.0% |
| All | +15,250.0% | +754.7% | +14,495.3% | +5,305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling