+537.0%
TDG vs NWSA
+149.4%
+387.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.9% | -2.8% | +0.9% | -0.5% |
| 30D | -7.7% | +3.0% | -10.7% | -9.1% |
| 3M | -9.3% | +12.3% | -21.6% | -14.7% |
| 6M | -9.4% | +21.9% | -31.2% | -18.3% |
| YTD | -14.3% | +13.6% | -27.8% | -20.1% |
| 1Y | -11.8% | +0.5% | -12.3% | -13.2% |
| 3Y | +52.0% | +43.8% | +8.2% | +23.4% |
| 5Y | +128.8% | +41.2% | +87.7% | +82.4% |
| All | +537.0% | +149.4% | +387.6% | +252.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling