-33.4%
TMF vs NWSA
+32.6%
-66.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.0% | -1.9% |
| 7D | -9.3% | +2.2% | -11.5% | -9.6% |
| 30D | +1.9% | -8.8% | +10.7% | +3.4% |
| 3M | -11.2% | -6.5% | -4.7% | -10.3% |
| 6M | -17.7% | +1.5% | -19.2% | -18.4% |
| YTD | -24.5% | +4.0% | -28.5% | -25.5% |
| 1Y | -29.4% | +3.4% | -32.9% | -30.4% |
| 3Y | -33.4% | +34.8% | -68.3% | -53.5% |
| All | -33.4% | +32.6% | -66.0% | -53.5% |
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