+317.8%
TMUS vs NWSA
+144.0%
+173.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -5.3% | -3.1% | -2.2% | -4.5% |
| 30D | +0.1% | +4.3% | -4.2% | -1.1% |
| 3M | -0.6% | +9.2% | -9.8% | -3.0% |
| 6M | -17.5% | +21.6% | -39.1% | -22.0% |
| YTD | -11.3% | +14.2% | -25.5% | -14.9% |
| 1Y | -25.4% | +1.8% | -27.1% | -26.2% |
| 3Y | +35.5% | +44.4% | -8.9% | +19.3% |
| 5Y | +41.9% | +41.0% | +0.9% | +23.0% |
| 10Y | +317.8% | +150.0% | +167.8% | +179.5% |
| All | +317.8% | +144.0% | +173.8% | +179.5% |
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 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