+125.4%
TD vs NWSA
+39.0%
+86.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -2.6% | -4.8% | +2.2% | -1.2% |
| 30D | -1.0% | +3.0% | -4.0% | -1.9% |
| 3M | +5.6% | +9.3% | -3.7% | +2.6% |
| 6M | +27.1% | +23.2% | +3.9% | +18.8% |
| YTD | +29.4% | +13.3% | +16.1% | +23.6% |
| 1Y | +60.7% | +2.9% | +57.8% | +58.0% |
| 3Y | +127.6% | +43.3% | +84.3% | +98.0% |
| 5Y | +125.4% | +40.9% | +84.5% | +90.1% |
| All | +125.4% | +39.0% | +86.4% | +90.1% |
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