+129.9%
TLT vs NYT
+101.2%
+28.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.7% |
| 7D | -0.3% | -1.6% | +1.3% | -0.4% |
| 30D | 0.0% | +2.8% | -2.8% | +0.2% |
| 3M | -2.9% | -9.2% | +6.3% | -3.4% |
| 6M | -6.3% | -17.1% | +10.8% | -7.4% |
| YTD | -3.3% | -3.2% | -0.1% | -3.3% |
| 1Y | -4.2% | +15.7% | -19.9% | -2.8% |
| 3Y | -1.7% | +55.7% | -57.4% | +2.5% |
| 5Y | -34.9% | +39.4% | -74.2% | -32.4% |
| 10Y | -19.8% | +485.6% | -505.4% | -1.9% |
| All | +129.9% | +101.2% | +28.7% | +177.2% |
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 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