+317.5%
TMUS vs NYT
+489.9%
-172.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.5% | +2.8% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | +3.5% | +4.6% | -1.1% | +2.7% |
| 3M | -1.3% | -9.6% | +8.3% | +0.4% |
| 6M | -13.6% | -14.0% | +0.4% | -11.6% |
| YTD | -8.8% | -2.8% | -5.9% | -8.8% |
| 1Y | -22.9% | +15.6% | -38.5% | -25.4% |
| 3Y | +36.7% | +56.3% | -19.6% | +23.1% |
| 5Y | +46.6% | +39.5% | +7.1% | +31.7% |
| All | +317.5% | +489.9% | -172.4% | +209.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling