+7,424.6%
TPR vs NYT
+144.0%
+7,280.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -4.1% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | -27.3% | +7.0% | -34.3% | -29.2% |
| 3M | -16.2% | -7.9% | -8.3% | -14.3% |
| 6M | -17.9% | -15.0% | -2.9% | -13.6% |
| YTD | -7.1% | -1.3% | -5.8% | -7.9% |
| 1Y | +13.6% | +16.9% | -3.3% | +5.4% |
| 3Y | +293.7% | +58.9% | +234.8% | +218.1% |
| 5Y | +239.1% | +40.9% | +198.2% | +179.5% |
| 10Y | +311.2% | +471.8% | -160.6% | +91.2% |
| All | +7,424.6% | +144.0% | +7,280.6% | +4,287.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling