+1,422.4%
TTMI vs NWSA
+127.4%
+1,295.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.8% | +10.7% | +9.6% |
| 7D | +5.9% | -1.9% | +7.7% | +6.6% |
| 30D | -4.3% | +4.6% | -8.9% | -6.2% |
| 3M | -32.0% | +13.2% | -45.3% | -36.6% |
| 6M | +19.5% | +27.0% | -7.5% | +5.4% |
| YTD | +82.0% | +16.8% | +65.2% | +65.5% |
| 1Y | +172.6% | +4.5% | +168.1% | +159.3% |
| 3Y | +744.7% | +46.2% | +698.4% | +599.5% |
| 5Y | +805.6% | +40.9% | +764.6% | +639.7% |
| 10Y | +1,057.6% | +145.1% | +912.5% | +588.3% |
| All | +1,422.4% | +127.4% | +1,295.0% | +842.0% |
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 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