+173.8%
TSN vs NWSA
+123.2%
+50.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.5% | +2.1% |
| 7D | -5.0% | -2.6% | -2.4% | -4.5% |
| 30D | -9.1% | +4.6% | -13.6% | -10.1% |
| 3M | -7.4% | +10.2% | -17.6% | -9.6% |
| 6M | -13.4% | +21.6% | -35.0% | -17.5% |
| YTD | -8.5% | +14.6% | -23.1% | -11.8% |
| 1Y | -3.2% | +0.4% | -3.5% | -4.0% |
| 3Y | +11.5% | +45.0% | -33.5% | +0.5% |
| 5Y | -19.5% | +41.3% | -60.8% | -28.4% |
| 10Y | -9.1% | +142.8% | -151.9% | -31.7% |
| All | +173.8% | +123.2% | +50.6% | +111.9% |
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