-23.1%
TYL vs NYT
+60.3%
-83.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.5% |
| 7D | +0.8% | +6.5% | -5.7% | -1.4% |
| 30D | +21.1% | +8.4% | +12.7% | +17.6% |
| 3M | +28.9% | +13.9% | +15.0% | +22.6% |
| 6M | +42.0% | -4.8% | +46.8% | +43.4% |
| YTD | -6.6% | +6.2% | -12.7% | -10.2% |
| 1Y | -9.1% | +14.3% | -23.3% | -15.0% |
| 3Y | +1.8% | +73.6% | -71.7% | -21.6% |
| All | -23.1% | +60.3% | -83.3% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling