+191.1%
TRI vs NWSA
+149.4%
+41.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -7.9% | -2.8% | -5.1% | -7.1% |
| 30D | -4.5% | +3.0% | -7.5% | -5.2% |
| 3M | +22.1% | +12.3% | +9.8% | +18.5% |
| 6M | -2.8% | +21.9% | -24.6% | -7.7% |
| YTD | -23.4% | +13.6% | -37.0% | -25.7% |
| 1Y | -41.5% | +0.5% | -42.0% | -41.7% |
| 3Y | -19.2% | +43.8% | -63.0% | -26.6% |
| 5Y | -9.4% | +41.2% | -50.6% | -19.2% |
| All | +191.1% | +149.4% | +41.7% | +119.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling