-88.0%
TMF vs NWSA
+12.8%
-100.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | +1.2% | -9.4% | +10.6% | +2.3% |
| 30D | +19.7% | -7.8% | +27.5% | +20.8% |
| 3M | -2.1% | -10.8% | +8.7% | -0.8% |
| 6M | -13.4% | +1.1% | -14.5% | -13.8% |
| YTD | -16.7% | +1.8% | -18.5% | -17.3% |
| 1Y | -23.3% | +6.0% | -29.4% | -24.3% |
| 3Y | -24.8% | +24.6% | -49.4% | -27.6% |
| All | -88.0% | +12.8% | -100.8% | -90.0% |
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