-25.8%
TE vs NWSA
+18.2%
-44.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.7% | -7.3% | -1.6% |
| 7D | +3.8% | +4.3% | -0.5% | +6.2% |
| 30D | -26.2% | +5.6% | -31.8% | -24.0% |
| 3M | -49.7% | +7.3% | -57.0% | -47.5% |
| 6M | -46.5% | +18.8% | -65.3% | -41.5% |
| YTD | -59.1% | +17.9% | -77.0% | -55.4% |
| 1Y | -25.8% | +19.3% | -45.2% | -20.1% |
| All | -25.8% | +18.2% | -44.1% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling