+741.5%
TT vs NWSA
+153.1%
+588.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.7% |
| 7D | +3.5% | -12.2% | +15.7% | +8.3% |
| 30D | -11.0% | -8.7% | -2.4% | -8.4% |
| 3M | -12.0% | -6.0% | -6.0% | -10.7% |
| 6M | -10.4% | -0.3% | -10.1% | -11.8% |
| YTD | +9.9% | +3.5% | +6.4% | +5.8% |
| 1Y | +1.5% | +0.8% | +0.7% | -1.3% |
| 3Y | +93.7% | +31.1% | +62.6% | +67.1% |
| 5Y | +139.2% | +18.8% | +120.5% | +109.0% |
| 10Y | +741.5% | +147.9% | +593.6% | +414.4% |
| All | +741.5% | +153.1% | +588.4% | +414.4% |
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