-86.0%
TMF vs NWSA
+144.0%
-230.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -0.9% | -3.1% | +2.2% | -1.4% |
| 30D | -1.0% | +4.3% | -5.3% | -0.2% |
| 3M | -11.3% | +9.2% | -20.5% | -9.8% |
| 6M | -22.7% | +21.6% | -44.3% | -19.8% |
| YTD | -17.3% | +14.2% | -31.6% | -15.2% |
| 1Y | -22.5% | +1.8% | -24.2% | -22.1% |
| 3Y | -43.2% | +44.4% | -87.7% | -38.1% |
| 5Y | -88.3% | +41.0% | -129.3% | -87.4% |
| 10Y | -86.0% | +150.0% | -236.1% | -76.6% |
| All | -86.0% | +144.0% | -230.0% | -76.6% |
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