+172.6%
TTMI vs NWSA
+5.5%
+167.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.8% | +10.7% | +7.8% |
| 7D | +5.9% | -1.9% | +7.7% | +4.8% |
| 30D | -4.3% | +4.6% | -8.9% | -1.5% |
| 3M | -32.0% | +13.2% | -45.3% | -25.6% |
| 6M | +19.5% | +27.0% | -7.5% | +31.7% |
| YTD | +82.0% | +16.8% | +65.2% | +102.4% |
| 1Y | +172.6% | +4.5% | +168.1% | +208.9% |
| All | +172.6% | +5.5% | +167.1% | +208.9% |
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