+409.3%
TD vs NWSA
+127.4%
+281.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.7% |
| 7D | +0.3% | -1.9% | +2.2% | +1.0% |
| 30D | +0.4% | +4.6% | -4.2% | -1.2% |
| 3M | +7.6% | +13.2% | -5.6% | +2.6% |
| 6M | +25.0% | +27.0% | -2.0% | +14.0% |
| YTD | +31.0% | +16.8% | +14.2% | +22.7% |
| 1Y | +65.2% | +4.5% | +60.7% | +60.5% |
| 3Y | +122.5% | +46.2% | +76.3% | +88.6% |
| 5Y | +124.8% | +40.9% | +83.9% | +87.8% |
| 10Y | +298.2% | +145.1% | +153.1% | +146.6% |
| All | +409.3% | +127.4% | +281.9% | +218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling