+21,202.8%
TXN vs NYT
+758.3%
+20,444.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.4% | +3.7% |
| 7D | +4.0% | -0.6% | +4.6% | +4.1% |
| 30D | -2.9% | +4.6% | -7.4% | -4.2% |
| 3M | -9.1% | -9.6% | +0.5% | -7.3% |
| 6M | +36.6% | -14.0% | +50.6% | +40.8% |
| YTD | +57.5% | -2.8% | +60.3% | +56.1% |
| 1Y | +49.5% | +15.6% | +33.9% | +40.5% |
| 3Y | +76.5% | +56.3% | +20.2% | +49.9% |
| 5Y | +62.4% | +39.5% | +22.9% | +39.1% |
| 10Y | +429.7% | +488.0% | -58.3% | +184.6% |
| All | +21,202.8% | +758.3% | +20,444.4% | +8,648.1% |
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