+802.2%
TTMI vs NWSA
+39.0%
+763.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.3% |
| 7D | +6.0% | -4.8% | +10.8% | +7.8% |
| 30D | -6.4% | +3.0% | -9.4% | -7.7% |
| 3M | -28.9% | +9.3% | -38.2% | -32.5% |
| 6M | +26.9% | +23.2% | +3.7% | +12.9% |
| YTD | +77.3% | +13.3% | +64.0% | +63.1% |
| 1Y | +147.5% | +2.9% | +144.6% | +138.9% |
| 3Y | +847.6% | +43.3% | +804.3% | +679.0% |
| 5Y | +802.2% | +40.9% | +761.3% | +603.2% |
| All | +802.2% | +39.0% | +763.2% | +603.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling