+6,467.7%
TRV vs NYT
+754.3%
+5,713.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -1.5% | -0.7% | -0.7% | -1.3% |
| 30D | -1.8% | +4.5% | -6.3% | -2.8% |
| 3M | +21.6% | -8.5% | +30.1% | +23.3% |
| 6M | +22.5% | -15.1% | +37.5% | +25.9% |
| YTD | +28.1% | -3.3% | +31.4% | +27.8% |
| 1Y | +37.0% | +17.0% | +20.0% | +31.0% |
| 3Y | +141.9% | +55.7% | +86.2% | +114.9% |
| 5Y | +158.5% | +38.9% | +119.6% | +129.4% |
| 10Y | +297.5% | +485.3% | -187.8% | +146.4% |
| All | +6,467.7% | +754.3% | +5,713.3% | +3,353.8% |
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