+396.0%
TPR vs NWSA
+32.6%
+363.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.8% | -1.1% |
| 7D | -0.3% | +2.2% | -2.5% | -1.1% |
| 30D | +15.1% | -8.8% | +23.9% | +17.7% |
| 3M | +3.5% | -6.5% | +10.0% | +4.5% |
| 6M | +0.4% | +1.5% | -1.1% | -3.2% |
| YTD | +4.6% | +4.0% | +0.6% | -1.2% |
| 1Y | +33.1% | +3.4% | +29.7% | +26.2% |
| 3Y | +396.0% | +34.8% | +361.1% | +255.7% |
| All | +396.0% | +32.6% | +363.4% | +255.7% |
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 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