+302.3%
TRI vs NWSA
+122.3%
+180.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -8.4% | -3.1% | -5.3% | -7.5% |
| 30D | -6.5% | +4.3% | -10.7% | -7.5% |
| 3M | +18.6% | +9.2% | +9.4% | +15.9% |
| 6M | -10.4% | +21.6% | -32.0% | -14.9% |
| YTD | -23.7% | +14.2% | -37.9% | -26.2% |
| 1Y | -42.5% | +1.8% | -44.2% | -42.7% |
| 3Y | -19.3% | +44.4% | -63.7% | -27.1% |
| 5Y | -9.7% | +41.0% | -50.6% | -19.8% |
| 10Y | +194.4% | +150.0% | +44.4% | +110.1% |
| All | +302.3% | +122.3% | +180.0% | +194.0% |
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 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