+873.0%
TTMI vs NWSA
+44.1%
+828.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.6% | -3.8% |
| 7D | +7.5% | -3.1% | +10.6% | +8.3% |
| 30D | -4.5% | +4.3% | -8.8% | -5.8% |
| 3M | -28.5% | +9.2% | -37.8% | -31.3% |
| 6M | +28.4% | +21.6% | +6.8% | +15.2% |
| YTD | +80.1% | +14.2% | +65.9% | +66.7% |
| 1Y | +161.0% | +1.8% | +159.3% | +162.8% |
| All | +873.0% | +44.1% | +828.9% | +628.3% |
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