+51.2%
NTAP vs TW
-14.0%
+65.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.6% |
| 7D | -1.0% | -2.7% | +1.8% | -1.0% |
| 30D | -7.5% | -1.7% | -5.8% | -7.5% |
| 3M | +14.6% | +1.6% | +13.0% | +14.9% |
| 6M | +91.0% | -17.7% | +108.7% | +94.1% |
| YTD | +73.7% | -4.3% | +78.0% | +74.4% |
| 1Y | +51.2% | -13.1% | +64.3% | +50.6% |
| All | +51.2% | -14.0% | +65.2% | +50.6% |
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