+736.3%
TT vs NWSA
+148.1%
+588.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.4% |
| 7D | +4.0% | +2.2% | +1.8% | +3.2% |
| 30D | -11.3% | -8.8% | -2.5% | -8.7% |
| 3M | -12.3% | -6.5% | -5.8% | -10.8% |
| 6M | -10.8% | +1.5% | -12.4% | -12.9% |
| YTD | +8.2% | +4.0% | +4.1% | +3.9% |
| 1Y | +1.5% | +3.4% | -2.0% | -2.4% |
| 3Y | +91.5% | +34.8% | +56.6% | +63.3% |
| 5Y | +130.2% | +18.4% | +111.9% | +101.4% |
| All | +736.3% | +148.1% | +588.2% | +410.0% |
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