+45.8%
TNA vs NWSA
+3.0%
+42.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -7.3% | -2.8% | -4.5% | -6.7% |
| 30D | -14.2% | +3.0% | -17.2% | -14.7% |
| 3M | -4.6% | +12.3% | -16.9% | -7.6% |
| 6M | +36.9% | +21.9% | +15.1% | +26.2% |
| YTD | +42.5% | +13.6% | +29.0% | +37.1% |
| 1Y | +45.8% | +0.5% | +45.3% | +48.0% |
| All | +45.8% | +3.0% | +42.8% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling