+917.7%
TT vs NYT
+489.9%
+427.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | -7.3% | +4.6% | -11.9% | -8.4% |
| 3M | -3.6% | -9.6% | +6.0% | -2.1% |
| 6M | +2.8% | -14.0% | +16.8% | +5.6% |
| YTD | +14.5% | -2.8% | +17.3% | +13.5% |
| 1Y | +7.4% | +15.6% | -8.2% | +1.2% |
| 3Y | +116.2% | +56.3% | +59.9% | +83.8% |
| 5Y | +147.4% | +39.5% | +107.8% | +110.9% |
| All | +917.7% | +489.9% | +427.8% | +497.0% |
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