+239.1%
TPR vs NWSA
+40.6%
+198.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.9% | -2.6% |
| 7D | -3.4% | -2.6% | -0.7% | -1.8% |
| 30D | -27.3% | +4.6% | -31.9% | -29.4% |
| 3M | -16.2% | +10.2% | -26.4% | -21.8% |
| 6M | -17.9% | +21.6% | -39.5% | -28.7% |
| YTD | -7.1% | +14.6% | -21.8% | -16.9% |
| 1Y | +13.6% | +0.4% | +13.3% | +11.3% |
| 3Y | +293.7% | +45.0% | +248.8% | +190.9% |
| 5Y | +239.1% | +41.3% | +197.8% | +143.0% |
| All | +239.1% | +40.6% | +198.4% | +143.0% |
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