+7,716.4%
TPR vs NYT
+141.6%
+7,574.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.3% | -1.3% | -1.0% | -1.8% |
| 30D | -23.0% | +2.7% | -25.7% | -23.8% |
| 3M | -12.5% | -10.3% | -2.2% | -9.6% |
| 6M | -21.4% | -16.6% | -4.9% | -16.7% |
| YTD | -3.5% | -2.3% | -1.3% | -3.9% |
| 1Y | +17.4% | +15.0% | +2.3% | +9.5% |
| 3Y | +291.3% | +57.1% | +234.1% | +217.4% |
| 5Y | +241.9% | +37.2% | +204.7% | +184.7% |
| 10Y | +322.7% | +464.3% | -141.7% | +97.6% |
| All | +7,716.4% | +141.6% | +7,574.9% | +4,475.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling