+957.3%
TT vs NWSA
+144.0%
+813.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.4% | -3.1% | +4.5% | +2.6% |
| 30D | -6.7% | +4.3% | -10.9% | -8.2% |
| 3M | -5.4% | +9.2% | -14.7% | -9.2% |
| 6M | +4.4% | +21.6% | -17.2% | -4.3% |
| YTD | +14.9% | +14.2% | +0.7% | +7.4% |
| 1Y | +9.3% | +1.8% | +7.5% | +6.6% |
| 3Y | +121.7% | +44.4% | +77.3% | +85.8% |
| 5Y | +148.2% | +41.0% | +107.2% | +104.2% |
| 10Y | +957.3% | +150.0% | +807.2% | +539.5% |
| All | +957.3% | +144.0% | +813.2% | +539.5% |
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