+1,779.8%
TSM vs NYT
+489.9%
+1,289.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.1% |
| 7D | +1.0% | -0.6% | +1.6% | +1.2% |
| 30D | +1.0% | +4.6% | -3.6% | -0.2% |
| 3M | +2.9% | -9.6% | +12.5% | +4.7% |
| 6M | +22.8% | -14.0% | +36.8% | +26.5% |
| YTD | +43.3% | -2.8% | +46.1% | +42.5% |
| 1Y | +69.2% | +15.6% | +53.6% | +59.9% |
| 3Y | +404.5% | +56.3% | +348.2% | +327.6% |
| 5Y | +282.2% | +39.5% | +242.7% | +224.6% |
| All | +1,779.8% | +489.9% | +1,289.8% | +1,158.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling