+68.1%
NTAP vs TW
+20.8%
+47.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.5% |
| 7D | -16.1% | +6.0% | -22.1% | -15.7% |
| 30D | -15.9% | +18.6% | -34.5% | -15.1% |
| 3M | -1.2% | +26.5% | -27.8% | 0.0% |
| 6M | +70.1% | +13.1% | +56.9% | +73.5% |
| YTD | +77.9% | +18.5% | +59.4% | +81.1% |
| 1Y | +68.1% | +21.7% | +46.4% | +72.6% |
| All | +68.1% | +20.8% | +47.4% | +72.6% |
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