+21.3%
TFC vs NWSA
+18.2%
+3.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.8% | +2.2% |
| 7D | +5.1% | +4.3% | +0.8% | +4.2% |
| 30D | +9.8% | +5.6% | +4.2% | +8.6% |
| 3M | -2.4% | +7.3% | -9.7% | -3.7% |
| 6M | +4.9% | +18.8% | -13.9% | +1.7% |
| YTD | +6.6% | +17.9% | -11.3% | +2.0% |
| 1Y | +21.3% | +19.3% | +2.0% | +15.5% |
| All | +21.3% | +18.2% | +3.1% | +15.5% |
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