+122.7%
TT vs NWSA
+44.8%
+77.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | +1.6% | -2.6% | +4.2% | +2.2% |
| 30D | -7.3% | +4.6% | -11.9% | -8.3% |
| 3M | -2.6% | +10.2% | -12.8% | -5.2% |
| 6M | +5.9% | +21.6% | -15.7% | -0.6% |
| YTD | +15.4% | +14.6% | +0.8% | +10.3% |
| 1Y | +8.2% | +0.4% | +7.9% | +9.3% |
| 3Y | +122.7% | +45.0% | +77.7% | +93.6% |
| All | +122.7% | +44.8% | +77.9% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling