+181.3%
TNA vs NWSA
+120.6%
+60.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.0% |
| 7D | -7.6% | -4.8% | -2.8% | -1.5% |
| 30D | -13.6% | +3.0% | -16.6% | -17.2% |
| 3M | +2.8% | +9.3% | -6.5% | -12.3% |
| 6M | +34.5% | +23.2% | +11.3% | -3.9% |
| YTD | +41.0% | +13.3% | +27.7% | +9.8% |
| 1Y | +52.0% | +2.9% | +49.1% | +34.8% |
| 3Y | +103.5% | +43.3% | +60.1% | +26.6% |
| 5Y | -22.5% | +40.9% | -63.4% | -46.3% |
| 10Y | +81.9% | +148.1% | -66.2% | -30.5% |
| All | +181.3% | +120.6% | +60.7% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling