+225.2%
TPR vs NYT
+39.3%
+185.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -5.1% | -0.7% | -4.4% | -4.9% |
| 30D | -27.6% | +4.5% | -32.0% | -28.7% |
| 3M | -17.5% | -8.5% | -8.9% | -15.5% |
| 6M | -21.3% | -15.1% | -6.3% | -17.3% |
| YTD | -8.5% | -3.3% | -5.2% | -8.6% |
| 1Y | +11.5% | +17.0% | -5.5% | +3.3% |
| 3Y | +288.0% | +55.7% | +232.4% | +210.7% |
| 5Y | +225.2% | +38.9% | +186.3% | +130.5% |
| All | +225.2% | +39.3% | +185.9% | +130.5% |
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