-25.1%
TGT vs NWSA
+40.0%
-65.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -5.2% | -2.8% | -2.4% | -4.1% |
| 30D | +1.2% | +3.0% | -1.8% | -0.1% |
| 3M | +18.4% | +12.3% | +6.1% | +12.3% |
| 6M | +33.4% | +21.9% | +11.6% | +21.5% |
| YTD | +63.8% | +13.6% | +50.2% | +53.1% |
| 1Y | +77.2% | +0.5% | +76.7% | +75.0% |
| 3Y | +41.8% | +43.8% | -2.0% | +16.0% |
| All | -25.1% | +40.0% | -65.1% | -43.4% |
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