0.0%
TFC vs NWSA
+18.7%
-18.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | -1.2% | -12.2% | +11.0% | +5.2% |
| 30D | +7.8% | -8.7% | +16.4% | +12.3% |
| 3M | -3.0% | -6.0% | +3.0% | -0.7% |
| 6M | +5.8% | -0.3% | +6.1% | +4.0% |
| YTD | +5.3% | +3.5% | +1.8% | +0.3% |
| 1Y | +15.7% | +0.8% | +14.9% | +12.0% |
| 3Y | +94.8% | +31.1% | +63.7% | +58.8% |
| 5Y | 0.0% | +18.8% | -18.7% | -16.5% |
| All | 0.0% | +18.7% | -18.6% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling