+446.8%
TTMI vs NYT
+134.0%
+312.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.1% |
| 7D | +0.7% | -0.6% | +1.3% | +1.0% |
| 30D | -8.4% | +4.6% | -13.0% | -10.3% |
| 3M | -32.5% | -9.6% | -22.9% | -31.0% |
| 6M | +32.5% | -14.0% | +46.5% | +37.5% |
| YTD | +83.2% | -2.8% | +86.1% | +79.9% |
| 1Y | +161.7% | +15.6% | +146.1% | +136.0% |
| 3Y | +890.1% | +56.3% | +833.8% | +658.8% |
| 5Y | +832.4% | +39.5% | +792.9% | +619.5% |
| 10Y | +1,115.8% | +488.0% | +627.7% | +330.9% |
| All | +446.8% | +134.0% | +312.7% | +216.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling