+1,476.6%
TT vs NWSA
+127.4%
+1,349.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.5% |
| 7D | 0.0% | -1.9% | +1.9% | +0.7% |
| 30D | -7.2% | +4.6% | -11.7% | -8.9% |
| 3M | -3.0% | +13.2% | -16.2% | -8.2% |
| 6M | +1.4% | +27.0% | -25.6% | -8.8% |
| YTD | +15.9% | +16.8% | -0.9% | +7.3% |
| 1Y | +9.4% | +4.5% | +4.9% | +5.6% |
| 3Y | +124.4% | +46.2% | +78.1% | +87.0% |
| 5Y | +138.0% | +40.9% | +97.1% | +96.0% |
| 10Y | +886.4% | +145.1% | +741.3% | +495.0% |
| All | +1,476.6% | +127.4% | +1,349.2% | +867.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling