+10.7%
TTMI vs NYT
+16.5%
-5.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.9% | -9.2% | -10.4% |
| 7D | -19.2% | -3.9% | -15.3% | -20.1% |
| 30D | -44.9% | +4.3% | -49.2% | -44.2% |
| 3M | -44.7% | -11.7% | -33.0% | -45.8% |
| 6M | -53.4% | -14.4% | -39.0% | -52.8% |
| YTD | +6.3% | -3.0% | +9.4% | +12.2% |
| 1Y | +10.7% | +16.5% | -5.9% | +36.7% |
| All | +10.7% | +16.5% | -5.8% | +36.7% |
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 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