+376.4%
TTD vs NYT
+496.2%
-119.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.2% | +2.4% |
| 7D | -0.6% | -0.6% | 0.0% | -0.3% |
| 30D | +6.3% | +4.6% | +1.7% | +3.3% |
| 3M | -24.1% | -9.6% | -14.5% | -19.9% |
| 6M | -47.4% | -14.0% | -33.4% | -43.3% |
| YTD | -62.2% | -2.8% | -59.4% | -62.3% |
| 1Y | -68.3% | +15.6% | -83.9% | -71.8% |
| 3Y | -83.4% | +56.3% | -139.7% | -88.2% |
| 5Y | -80.3% | +39.5% | -119.8% | -85.4% |
| All | +376.4% | +496.2% | -119.8% | +77.0% |
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