+1,381.3%
TT vs NWSA
+99.8%
+1,281.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.8% | -9.7% | +10.5% | +4.4% |
| 30D | -11.8% | -8.6% | -3.2% | -9.2% |
| 3M | -11.6% | -6.3% | -5.3% | -10.1% |
| 6M | -9.3% | -1.2% | -8.1% | -10.4% |
| YTD | +8.9% | +2.6% | +6.2% | +5.1% |
| 1Y | -2.2% | 0.0% | -2.3% | -4.7% |
| 3Y | +91.9% | +30.1% | +61.8% | +66.1% |
| 5Y | +136.0% | +18.3% | +117.7% | +106.8% |
| 10Y | +734.7% | +149.3% | +585.4% | +395.8% |
| All | +1,381.3% | +99.8% | +1,281.5% | +848.5% |
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 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