+208.3%
NTAP vs TW
+301.3%
-93.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.7% |
| 7D | +7.2% | +3.9% | +3.3% | +6.5% |
| 30D | -18.4% | +19.9% | -38.3% | -21.0% |
| 3M | -11.3% | +25.9% | -37.3% | -15.0% |
| 6M | +53.8% | +21.1% | +32.6% | +48.0% |
| YTD | +72.0% | +23.9% | +48.1% | +64.1% |
| 1Y | +68.0% | +21.2% | +46.8% | +61.0% |
| 3Y | +149.5% | +44.8% | +104.7% | +127.0% |
| 5Y | +125.6% | +41.4% | +84.2% | +100.6% |
| All | +208.3% | +301.3% | -93.1% | +135.3% |
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