-48.9%
TOST vs NYT
+40.5%
-89.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | -5.9% | -0.7% | -5.1% | -5.5% |
| 30D | -8.4% | +4.5% | -12.9% | -10.6% |
| 3M | +31.4% | -8.5% | +40.0% | +36.1% |
| 6M | +10.5% | -15.1% | +25.6% | +18.2% |
| YTD | -10.1% | -3.3% | -6.8% | -11.3% |
| 1Y | -19.9% | +17.0% | -36.9% | -30.1% |
| 3Y | +53.3% | +55.7% | -2.4% | +2.7% |
| All | -48.9% | +40.5% | -89.4% | -63.7% |
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