+251.2%
TGT vs NWSA
+123.2%
+128.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.4% |
| 7D | -0.6% | -2.6% | +2.0% | +0.3% |
| 30D | +9.5% | +4.6% | +5.0% | +7.9% |
| 3M | +32.3% | +10.2% | +22.1% | +27.6% |
| 6M | +37.0% | +21.6% | +15.4% | +27.5% |
| YTD | +71.0% | +14.6% | +56.4% | +61.6% |
| 1Y | +85.0% | +0.4% | +84.7% | +82.9% |
| 3Y | +46.8% | +45.0% | +1.8% | +26.9% |
| 5Y | -22.7% | +41.3% | -64.0% | -34.0% |
| 10Y | +216.3% | +142.8% | +73.5% | +117.3% |
| All | +251.2% | +123.2% | +128.1% | +146.9% |
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