+5,909.9%
TGT vs NYT
+758.3%
+5,151.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -5.2% | -0.6% | -4.6% | -5.1% |
| 30D | +1.2% | +4.6% | -3.4% | 0.0% |
| 3M | +18.4% | -9.6% | +28.0% | +21.1% |
| 6M | +33.4% | -14.0% | +47.5% | +38.0% |
| YTD | +63.8% | -2.8% | +66.6% | +63.5% |
| 1Y | +77.2% | +15.6% | +61.6% | +68.4% |
| 3Y | +41.8% | +56.3% | -14.5% | +22.5% |
| 5Y | -25.5% | +39.5% | -65.0% | -35.0% |
| 10Y | +204.9% | +488.0% | -283.1% | +68.9% |
| All | +5,909.9% | +758.3% | +5,151.6% | +2,473.1% |
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