-9.8%
TRI vs NWSA
+40.0%
-49.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -7.9% | -2.8% | -5.1% | -6.9% |
| 30D | -4.5% | +3.0% | -7.5% | -5.4% |
| 3M | +22.1% | +12.3% | +9.8% | +17.8% |
| 6M | -2.8% | +21.9% | -24.6% | -8.4% |
| YTD | -23.4% | +13.6% | -37.0% | -26.2% |
| 1Y | -41.5% | +0.5% | -42.0% | -42.0% |
| 3Y | -19.2% | +43.8% | -63.0% | -26.9% |
| All | -9.8% | +40.0% | -49.8% | -21.2% |
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