-72.2%
TTD vs NYT
+15.2%
-87.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | +6.3% | -1.3% | +7.6% | +6.8% |
| 30D | -23.9% | +2.7% | -26.6% | -24.6% |
| 3M | -31.4% | -10.3% | -21.1% | -29.9% |
| 6M | -42.7% | -16.6% | -26.1% | -41.1% |
| YTD | -62.0% | -2.3% | -59.7% | -60.8% |
| 1Y | -72.2% | +15.0% | -87.2% | -69.8% |
| All | -72.2% | +15.2% | -87.4% | -69.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling