-7.7%
TSN vs NWSA
+148.8%
-156.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +1.4% | -4.8% | +6.1% | +2.6% |
| 30D | -6.2% | +3.0% | -9.1% | -6.9% |
| 3M | -5.7% | +9.3% | -15.0% | -8.0% |
| 6M | -11.4% | +23.2% | -34.5% | -16.2% |
| YTD | -8.2% | +13.3% | -21.5% | -11.6% |
| 1Y | -2.0% | +2.9% | -4.9% | -3.5% |
| 3Y | +11.9% | +43.3% | -31.5% | 0.0% |
| 5Y | -17.8% | +40.9% | -58.6% | -27.8% |
| All | -7.7% | +148.8% | -156.6% | -31.6% |
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