+52.0%
TDG vs NWSA
+43.3%
+8.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.9% | -2.8% | +0.9% | -0.8% |
| 30D | -7.7% | +3.0% | -10.7% | -8.8% |
| 3M | -9.3% | +12.3% | -21.6% | -13.5% |
| 6M | -9.4% | +21.9% | -31.2% | -16.5% |
| YTD | -14.3% | +13.6% | -27.8% | -18.6% |
| 1Y | -11.8% | +0.5% | -12.3% | -12.2% |
| 3Y | +52.0% | +43.8% | +8.2% | +36.0% |
| All | +52.0% | +43.3% | +8.7% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling