-34.9%
TLT vs NWSA
+40.1%
-74.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -0.3% | -3.1% | +2.8% | -0.2% |
| 30D | 0.0% | +4.3% | -4.3% | -0.2% |
| 3M | -2.9% | +9.2% | -12.1% | -3.2% |
| 6M | -6.3% | +21.6% | -27.8% | -7.0% |
| YTD | -3.3% | +14.2% | -17.6% | -3.9% |
| 1Y | -4.2% | +1.8% | -6.0% | -4.4% |
| 3Y | -1.7% | +44.4% | -46.1% | -3.1% |
| 5Y | -34.9% | +41.0% | -75.8% | -37.0% |
| All | -34.9% | +40.1% | -74.9% | -37.0% |
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