+14.5%
TFC vs NWSA
+39.6%
-25.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | -1.3% | -3.4% | +2.1% | +0.6% |
| 30D | -2.3% | +3.9% | -6.3% | -4.4% |
| 3M | +2.5% | +8.9% | -6.4% | -2.8% |
| 6M | +9.5% | +21.2% | -11.7% | -2.8% |
| YTD | +5.1% | +13.8% | -8.8% | -4.0% |
| 1Y | +15.5% | +1.4% | +14.1% | +12.7% |
| 3Y | +95.2% | +44.0% | +51.2% | +53.1% |
| 5Y | +14.5% | +40.5% | -26.0% | -13.5% |
| All | +14.5% | +39.6% | -25.1% | -13.5% |
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