+1,757.2%
TSM vs NWSA
+148.8%
+1,608.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +2.6% | -4.8% | +7.4% | +4.4% |
| 30D | +1.4% | +3.0% | -1.6% | +0.2% |
| 3M | +5.0% | +9.3% | -4.3% | +0.5% |
| 6M | +24.0% | +23.2% | +0.8% | +13.1% |
| YTD | +41.6% | +13.3% | +28.2% | +32.8% |
| 1Y | +66.2% | +2.9% | +63.3% | +61.2% |
| 3Y | +398.2% | +43.3% | +354.9% | +322.6% |
| 5Y | +277.6% | +40.9% | +236.7% | +215.1% |
| All | +1,757.2% | +148.8% | +1,608.3% | +1,131.3% |
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 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