I thought he made his fortune from TNT and then founded the Nobel prize out of guilt?

He (Alfred) was well-known for explosives but most of his money came from his shares in https://en.wikipedia.org/wiki/Branobel, run by his brothers.

I believe that's where he invented it

Nobel didn’t invent TNT. That was invented by Wilbrand. Nobel invented dynamite. Both were invented in Germany.