+151.9%
TFC vs NWSA
+123.2%
+28.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.3% | -1.1% |
| 7D | +2.2% | -2.6% | +4.9% | +3.7% |
| 30D | -2.5% | +4.6% | -7.0% | -4.8% |
| 3M | +4.5% | +10.2% | -5.7% | -1.2% |
| 6M | +11.0% | +21.6% | -10.7% | -1.0% |
| YTD | +5.9% | +14.6% | -8.7% | -3.1% |
| 1Y | +14.6% | +0.4% | +14.2% | +12.3% |
| 3Y | +96.7% | +45.0% | +51.7% | +57.6% |
| 5Y | +15.6% | +41.3% | -25.7% | -8.4% |
| 10Y | +98.6% | +142.8% | -44.2% | +9.8% |
| All | +151.9% | +123.2% | +28.8% | +41.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling