+8,187.2%
TMO vs NYT
+758.3%
+7,428.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.6% | -0.6% | -0.1% | -0.5% |
| 30D | +1.1% | +4.6% | -3.5% | +0.1% |
| 3M | +28.3% | -9.6% | +37.9% | +30.4% |
| 6M | +23.3% | -14.0% | +37.3% | +26.4% |
| YTD | +5.5% | -2.8% | +8.3% | +5.1% |
| 1Y | +24.5% | +15.6% | +9.0% | +19.3% |
| 3Y | +19.6% | +56.3% | -36.7% | +5.7% |
| 5Y | +8.1% | +39.5% | -31.4% | -3.8% |
| 10Y | +336.7% | +488.0% | -151.3% | +170.1% |
| All | +8,187.2% | +758.3% | +7,428.8% | +4,049.5% |
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