+320.9%
TMUS vs NYT
+232.5%
+88.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +3.1% | +7.0% | -3.8% | +1.1% |
| 3M | +2.4% | -7.9% | +10.3% | +4.6% |
| 6M | -17.1% | -15.0% | -2.1% | -13.7% |
| YTD | -9.1% | -1.3% | -7.8% | -9.7% |
| 1Y | -23.6% | +16.9% | -40.5% | -27.9% |
| 3Y | +38.8% | +58.9% | -20.1% | +16.8% |
| 5Y | +43.0% | +40.9% | +2.1% | +20.9% |
| 10Y | +309.1% | +471.8% | -162.7% | +102.8% |
| All | +320.9% | +232.5% | +88.4% | +86.5% |
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