+9.3%
TT vs NWSA
+2.0%
+7.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.4% | -3.1% | +4.5% | +1.1% |
| 30D | -6.7% | +4.3% | -10.9% | -6.2% |
| 3M | -5.4% | +9.2% | -14.7% | -4.0% |
| 6M | +4.4% | +21.6% | -17.2% | +5.7% |
| YTD | +14.9% | +14.2% | +0.7% | +16.6% |
| 1Y | +9.3% | +1.8% | +7.5% | +10.9% |
| All | +9.3% | +2.0% | +7.3% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling