+58.9%
NTAP vs TW
-15.9%
+74.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -0.8% | -2.3% | +1.6% | -0.8% |
| 30D | -0.5% | +3.9% | -4.5% | -0.5% |
| 3M | +4.1% | +5.7% | -1.6% | +4.2% |
| 6M | +88.0% | -14.5% | +102.5% | +91.0% |
| YTD | +75.6% | -0.9% | +76.4% | +76.3% |
| 1Y | +58.9% | -13.5% | +72.4% | +56.7% |
| All | +58.9% | -15.9% | +74.8% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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