+42.4%
TMUS vs NYT
+39.3%
+3.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.8% | -0.7% | -5.0% | -5.7% |
| 30D | -0.2% | +4.5% | -4.7% | -0.9% |
| 3M | -4.0% | -8.5% | +4.6% | -2.7% |
| 6M | -18.1% | -15.1% | -3.1% | -16.3% |
| YTD | -11.3% | -3.3% | -8.1% | -11.3% |
| 1Y | -24.7% | +17.0% | -41.7% | -27.0% |
| 3Y | +35.4% | +55.7% | -20.3% | +22.6% |
| 5Y | +42.4% | +38.9% | +3.6% | +18.8% |
| All | +42.4% | +39.3% | +3.2% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling