+682.6%
TDY vs NWSA
+120.6%
+562.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -1.9% | -4.8% | +2.9% | -0.1% |
| 30D | -12.5% | +3.0% | -15.5% | -13.6% |
| 3M | -0.8% | +9.3% | -10.1% | -4.8% |
| 6M | -9.0% | +23.2% | -32.2% | -17.0% |
| YTD | +16.8% | +13.3% | +3.5% | +9.5% |
| 1Y | +9.5% | +2.9% | +6.6% | +6.5% |
| 3Y | +45.4% | +43.3% | +2.1% | +22.5% |
| 5Y | +37.8% | +40.9% | -3.1% | +13.7% |
| 10Y | +470.2% | +148.1% | +322.1% | +245.8% |
| All | +682.6% | +120.6% | +562.0% | +388.7% |
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