+101.4%
TD vs NWSA
+18.8%
+82.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.8% |
| 7D | +1.1% | +2.2% | -1.1% | +0.5% |
| 30D | +5.2% | -8.8% | +14.0% | +7.7% |
| 3M | +1.2% | -6.5% | +7.7% | +2.8% |
| 6M | +17.7% | +1.5% | +16.2% | +16.3% |
| YTD | +34.2% | +4.0% | +30.2% | +31.0% |
| 1Y | +55.4% | +3.4% | +52.0% | +51.9% |
| 3Y | +130.4% | +34.8% | +95.6% | +102.8% |
| All | +101.4% | +18.8% | +82.6% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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