-49.5%
TTD vs NYT
-16.9%
-32.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -7.4% | -0.7% | -6.7% | -7.2% |
| 30D | +3.0% | +4.5% | -1.4% | +1.0% |
| 3M | -27.6% | -8.5% | -19.1% | -26.2% |
| 6M | -49.5% | -15.1% | -34.4% | -47.8% |
| All | -49.5% | -16.9% | -32.6% | -47.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling