+76.5%
TNA vs NYT
+489.9%
-413.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.6% |
| 7D | -7.3% | -0.6% | -6.7% | -6.7% |
| 30D | -14.2% | +4.6% | -18.8% | -17.7% |
| 3M | -4.6% | -9.6% | +5.0% | +1.2% |
| 6M | +36.9% | -14.0% | +50.9% | +50.1% |
| YTD | +42.5% | -2.8% | +45.4% | +37.0% |
| 1Y | +45.8% | +15.6% | +30.2% | +16.8% |
| 3Y | +104.7% | +56.3% | +48.3% | +19.3% |
| 5Y | -21.7% | +39.5% | -61.2% | -49.2% |
| All | +76.5% | +489.9% | -413.4% | -64.6% |
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