+207.3%
TPR vs NWSA
+127.4%
+79.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +1.1% |
| 7D | -2.3% | -1.9% | -0.4% | -1.2% |
| 30D | -23.0% | +4.6% | -27.5% | -25.2% |
| 3M | -12.5% | +13.2% | -25.7% | -19.3% |
| 6M | -21.4% | +27.0% | -48.4% | -32.9% |
| YTD | -3.5% | +16.8% | -20.3% | -14.1% |
| 1Y | +17.4% | +4.5% | +12.8% | +11.5% |
| 3Y | +291.3% | +46.2% | +245.0% | +200.9% |
| 5Y | +241.9% | +40.9% | +201.0% | +164.6% |
| 10Y | +322.7% | +145.1% | +177.5% | +122.5% |
| All | +207.3% | +127.4% | +79.9% | +63.8% |
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