-48.1%
TOST vs NYT
+40.6%
-88.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.4% |
| 7D | -4.7% | -1.6% | -3.1% | -3.8% |
| 30D | -9.1% | +2.8% | -11.9% | -10.5% |
| 3M | +29.8% | -9.2% | +39.0% | +35.0% |
| 6M | +10.0% | -17.1% | +27.1% | +19.4% |
| YTD | -8.6% | -3.2% | -5.4% | -9.9% |
| 1Y | -20.7% | +15.7% | -36.4% | -30.2% |
| 3Y | +55.7% | +55.7% | 0.0% | +4.3% |
| All | -48.1% | +40.6% | -88.7% | -63.1% |
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