+3,274.1%
TSM vs NWSA
+127.4%
+3,146.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.5% |
| 7D | +2.7% | -1.9% | +4.6% | +3.4% |
| 30D | +3.6% | +4.6% | -1.0% | +1.8% |
| 3M | -3.4% | +13.2% | -16.6% | -8.5% |
| 6M | +20.6% | +27.0% | -6.4% | +9.4% |
| YTD | +41.9% | +16.8% | +25.0% | +32.1% |
| 1Y | +84.4% | +4.5% | +79.9% | +78.1% |
| 3Y | +380.2% | +46.2% | +334.0% | +309.0% |
| 5Y | +275.3% | +40.9% | +234.4% | +217.0% |
| 10Y | +1,751.4% | +145.1% | +1,606.3% | +1,133.1% |
| All | +3,274.1% | +127.4% | +3,146.7% | +2,161.1% |
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