+515.4%
TRI vs NYT
+88.0%
+427.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -7.9% | -0.6% | -7.3% | -7.8% |
| 30D | -4.5% | +4.6% | -9.1% | -5.5% |
| 3M | +22.1% | -9.6% | +31.7% | +25.1% |
| 6M | -2.8% | -14.0% | +11.2% | +0.5% |
| YTD | -23.4% | -2.8% | -20.6% | -22.9% |
| 1Y | -41.5% | +15.6% | -57.1% | -43.4% |
| 3Y | -19.2% | +56.3% | -75.5% | -28.1% |
| 5Y | -9.4% | +39.5% | -48.9% | -19.1% |
| 10Y | +195.6% | +488.0% | -292.5% | +80.2% |
| All | +515.4% | +88.0% | +427.4% | +280.9% |
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