+151.7%
TFC vs NWSA
+102.5%
+49.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.4% | -0.2% |
| 7D | +2.3% | +2.2% | +0.1% | +1.1% |
| 30D | +10.8% | -8.8% | +19.6% | +15.5% |
| 3M | -3.8% | -6.5% | +2.7% | -1.2% |
| 6M | +9.6% | +1.5% | +8.1% | +7.0% |
| YTD | +5.8% | +4.0% | +1.7% | +1.0% |
| 1Y | +16.2% | +3.4% | +12.7% | +11.2% |
| 3Y | +96.0% | +34.8% | +61.1% | +61.6% |
| 5Y | +1.7% | +18.4% | -16.7% | -12.2% |
| 10Y | +79.9% | +149.2% | -69.3% | -0.3% |
| All | +151.7% | +102.5% | +49.2% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling