+396.0%
TPR vs NYT
+73.5%
+322.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | -0.3% | +6.5% | -6.8% | -1.7% |
| 30D | +15.1% | +8.4% | +6.7% | +12.9% |
| 3M | +3.5% | +13.9% | -10.4% | +0.2% |
| 6M | +0.4% | -4.8% | +5.2% | +0.9% |
| YTD | +4.6% | +6.2% | -1.6% | +2.6% |
| 1Y | +33.1% | +14.3% | +18.8% | +28.2% |
| 3Y | +396.0% | +73.6% | +322.4% | +285.1% |
| All | +396.0% | +73.5% | +322.4% | +285.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling