+364.1%
TTD vs NWSA
+139.6%
+224.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.2% |
| 7D | -7.4% | -4.8% | -2.7% | -4.4% |
| 30D | +3.0% | +3.0% | +0.1% | +1.1% |
| 3M | -27.6% | +9.3% | -36.9% | -31.2% |
| 6M | -49.5% | +23.2% | -72.7% | -55.7% |
| YTD | -63.2% | +13.3% | -76.5% | -66.0% |
| 1Y | -69.7% | +2.9% | -72.6% | -70.5% |
| 3Y | -83.3% | +43.3% | -126.7% | -86.5% |
| 5Y | -80.8% | +40.9% | -121.7% | -84.3% |
| All | +364.1% | +139.6% | +224.5% | +142.0% |
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