+4.2%
TSEM vs NYT
+803.3%
-799.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +0.9% | -0.7% | +1.7% | +1.1% |
| 30D | -16.6% | +4.5% | -21.1% | -17.7% |
| 3M | -10.9% | -8.5% | -2.4% | -9.6% |
| 6M | +78.0% | -15.1% | +93.1% | +83.5% |
| YTD | +77.2% | -3.3% | +80.5% | +75.9% |
| 1Y | +207.6% | +17.0% | +190.6% | +188.6% |
| 3Y | +637.8% | +55.7% | +582.2% | +527.9% |
| 5Y | +617.0% | +38.9% | +578.1% | +512.2% |
| 10Y | +1,270.7% | +485.3% | +785.4% | +648.1% |
| All | +4.2% | +803.3% | -799.1% | -60.5% |
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 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