+97.9%
TYL vs NYT
+487.2%
-389.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -11.5% | -0.7% | -10.8% | -11.4% |
| 30D | +3.9% | +4.5% | -0.6% | +2.7% |
| 3M | +10.8% | -8.5% | +19.3% | +13.1% |
| 6M | -5.3% | -15.1% | +9.8% | -1.8% |
| YTD | -26.1% | -3.3% | -22.8% | -26.0% |
| 1Y | -38.5% | +17.0% | -55.5% | -41.5% |
| 3Y | -14.5% | +55.7% | -70.1% | -25.6% |
| 5Y | -28.9% | +38.9% | -67.7% | -38.3% |
| All | +97.9% | +487.2% | -389.3% | +53.8% |
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 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