+316.3%
TPR vs NYT
+489.9%
-173.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.1% |
| 7D | -3.0% | -0.6% | -2.4% | -2.8% |
| 30D | -22.6% | +4.6% | -27.2% | -24.0% |
| 3M | -18.2% | -9.6% | -8.6% | -15.7% |
| 6M | -18.0% | -14.0% | -4.0% | -13.9% |
| YTD | -6.4% | -2.8% | -3.6% | -6.6% |
| 1Y | +12.3% | +15.6% | -3.3% | +4.2% |
| 3Y | +298.7% | +56.3% | +242.4% | +218.8% |
| 5Y | +232.5% | +39.5% | +193.0% | +167.9% |
| All | +316.3% | +489.9% | -173.7% | +120.0% |
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