Shakespeare scholars categorize “The Winter’s Tale” as a “late romance,” as if the fuzziness or freedom of old age explained its weirdness. But Shakespeare was merely in his mid-40s when the play had its premiere around 1611.

It wasn’t senility melting the edges of form and letting the clowns and tragedians cross-pollinate; experience and mastery were doing that. Like Beethoven in the late string quartets or piano sonatas, Shakespeare in “The Winter’s Tale” — play No. 36 out of 39, give or take — no longer observes the lane lines. His tone is half demonic, half “I don’t give a damn.”

It’s also grief-stricken. Death is shown to be, like life, a chain. When Hermione, the queen of Sicilia, learns that her young son has died, the “news is mortal.”

“Look down and see what death is doing,” cries Paulina, her lady-in-waiting.

Perhaps it was Shakespeare crying as well. In the program notes for the moving production that opened on Sunday at Theater for a New Audience, the director Arin Arbus points out that while writing “The Winter’s Tale,” Shakespeare was almost certainly thinking of his son, Hamnet, who died at age 11. That grief is at the heart of Ms. Arbus’s interpretation, and is almost enough to make the disparate pieces of this strange play hang together.