-19.2%
TRI vs NWSA
+43.3%
-62.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -7.9% | -2.8% | -5.1% | -6.5% |
| 30D | -4.5% | +3.0% | -7.5% | -5.8% |
| 3M | +22.1% | +12.3% | +9.8% | +15.8% |
| 6M | -2.8% | +21.9% | -24.6% | -10.8% |
| YTD | -23.4% | +13.6% | -37.0% | -27.5% |
| 1Y | -41.5% | +0.5% | -42.0% | -42.7% |
| 3Y | -19.2% | +43.8% | -63.0% | -29.3% |
| All | -19.2% | +43.3% | -62.5% | -29.3% |
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