+114.9%
TT vs NYT
+55.5%
+59.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -1.0% | -0.7% | -0.2% | -0.9% |
| 30D | -8.9% | +4.5% | -13.4% | -9.3% |
| 3M | -1.8% | -8.5% | +6.7% | -1.4% |
| 6M | +1.9% | -15.1% | +16.9% | +3.7% |
| YTD | +13.8% | -3.3% | +17.1% | +12.8% |
| 1Y | +6.1% | +17.0% | -10.9% | +0.6% |
| All | +114.9% | +55.5% | +59.4% | +81.7% |
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