+1,425.9%
TDG vs NWSA
+122.3%
+1,303.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -2.4% | -3.1% | +0.6% | -1.1% |
| 30D | -8.0% | +4.3% | -12.3% | -9.7% |
| 3M | -10.5% | +9.2% | -19.7% | -14.3% |
| 6M | -11.9% | +21.6% | -33.5% | -19.8% |
| YTD | -15.4% | +14.2% | -29.6% | -20.9% |
| 1Y | -14.2% | +1.8% | -16.0% | -15.9% |
| 3Y | +51.0% | +44.4% | +6.6% | +24.9% |
| 5Y | +126.5% | +41.0% | +85.5% | +85.0% |
| 10Y | +535.6% | +150.0% | +385.5% | +276.0% |
| All | +1,425.9% | +122.3% | +1,303.5% | +818.6% |
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