+3,160.4%
TSM vs NWSA
+101.5%
+3,059.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.4% | +4.0% |
| 7D | +4.4% | -12.2% | +16.7% | +9.4% |
| 30D | -7.0% | -8.7% | +1.7% | -4.1% |
| 3M | -1.8% | -6.0% | +4.2% | 0.0% |
| 6M | +2.7% | -0.3% | +3.0% | +1.4% |
| YTD | +37.1% | +3.5% | +33.6% | +32.8% |
| 1Y | +43.5% | +0.8% | +42.7% | +40.3% |
| 3Y | +341.5% | +31.1% | +310.4% | +290.0% |
| 5Y | +278.9% | +18.8% | +260.1% | +239.0% |
| 10Y | +1,641.8% | +147.9% | +1,493.9% | +1,066.6% |
| All | +3,160.4% | +101.5% | +3,059.0% | +2,173.2% |
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 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