+5.3%
TLT vs NWSA
+101.5%
-96.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | +0.1% |
| 7D | -1.0% | -12.2% | +11.2% | -1.9% |
| 30D | +3.7% | -8.7% | +12.4% | +3.1% |
| 3M | -0.8% | -6.0% | +5.2% | -1.1% |
| 6M | -3.6% | -0.3% | -3.2% | -3.4% |
| YTD | -3.9% | +3.5% | -7.4% | -3.4% |
| 1Y | -6.2% | +0.8% | -7.0% | -5.9% |
| 3Y | +4.2% | +31.1% | -27.0% | +7.5% |
| 5Y | -34.7% | +18.8% | -53.5% | -33.1% |
| 10Y | -11.8% | +147.9% | -159.7% | +4.4% |
| All | +5.3% | +101.5% | -96.1% | +23.3% |
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