+211.4%
NTAP vs TW
+209.8%
+1.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | -1.0% | -2.7% | +1.8% | -0.5% |
| 30D | -7.5% | -1.7% | -5.8% | -7.2% |
| 3M | +14.6% | +1.6% | +13.0% | +13.8% |
| 6M | +91.0% | -17.7% | +108.7% | +97.2% |
| YTD | +73.7% | -4.3% | +78.0% | +73.7% |
| 1Y | +51.2% | -13.1% | +64.3% | +53.9% |
| 3Y | +146.1% | +20.3% | +125.8% | +130.8% |
| 5Y | +122.8% | +22.0% | +100.9% | +103.8% |
| All | +211.4% | +209.8% | +1.5% | +149.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling