-20.8%
TLT vs NWSA
+148.8%
-169.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | -1.6% | -4.8% | +3.2% | -1.9% |
| 30D | -1.3% | +3.0% | -4.3% | -1.2% |
| 3M | -3.7% | +9.3% | -13.0% | -3.1% |
| 6M | -6.4% | +23.2% | -29.5% | -5.0% |
| YTD | -4.5% | +13.3% | -17.8% | -3.6% |
| 1Y | -5.9% | +2.9% | -8.8% | -5.6% |
| 3Y | -2.8% | +43.3% | -46.1% | +0.4% |
| 5Y | -35.1% | +40.9% | -75.9% | -32.8% |
| All | -20.8% | +148.8% | -169.6% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling