+96.7%
TFC vs NWSA
+44.8%
+51.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.3% | -1.2% |
| 7D | +2.2% | -2.6% | +4.9% | +3.6% |
| 30D | -2.5% | +4.6% | -7.0% | -4.7% |
| 3M | +4.5% | +10.2% | -5.7% | -1.1% |
| 6M | +11.0% | +21.6% | -10.7% | -1.2% |
| YTD | +5.9% | +14.6% | -8.7% | -3.0% |
| 1Y | +14.6% | +0.4% | +14.2% | +14.3% |
| 3Y | +96.7% | +45.0% | +51.7% | +44.3% |
| All | +96.7% | +44.8% | +51.9% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling