-41.5%
TMF vs NWSA
+46.6%
-88.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.7% |
| 7D | -1.4% | -1.9% | +0.4% | -1.1% |
| 30D | -2.8% | +4.6% | -7.4% | -3.8% |
| 3M | -10.9% | +13.2% | -24.1% | -13.3% |
| 6M | -21.3% | +27.0% | -48.3% | -25.5% |
| YTD | -15.9% | +16.8% | -32.7% | -18.9% |
| 1Y | -15.7% | +4.5% | -20.2% | -16.5% |
| All | -41.5% | +46.6% | -88.2% | -53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling