+398.4%
TSM vs NYT
+55.5%
+343.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.7% |
| 7D | +2.6% | -0.7% | +3.4% | +2.7% |
| 30D | +1.4% | +4.5% | -3.0% | +1.0% |
| 3M | +5.0% | -8.5% | +13.5% | +5.5% |
| 6M | +24.0% | -15.1% | +39.0% | +25.9% |
| YTD | +41.6% | -3.3% | +44.9% | +41.4% |
| 1Y | +66.2% | +17.0% | +49.2% | +61.7% |
| All | +398.4% | +55.5% | +343.0% | +349.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling