+288.2%
TSM vs NWSA
+40.6%
+247.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.2% | +3.1% |
| 7D | +6.0% | -2.6% | +8.7% | +7.1% |
| 30D | +4.5% | +4.6% | 0.0% | +2.6% |
| 3M | +3.1% | +10.2% | -7.1% | -1.8% |
| 6M | +30.2% | +21.6% | +8.6% | +18.5% |
| YTD | +45.2% | +14.6% | +30.6% | +35.0% |
| 1Y | +79.6% | +0.4% | +79.2% | +76.8% |
| 3Y | +411.0% | +45.0% | +366.0% | +319.9% |
| All | +288.2% | +40.6% | +247.6% | +208.4% |
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