+149.4%
NTAP vs TW
+20.8%
+128.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.3% | -2.3% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | -7.0% | -0.6% | -6.4% | -7.0% |
| 3M | +12.3% | +3.4% | +8.9% | +11.7% |
| 6M | +85.1% | -18.4% | +103.6% | +90.1% |
| YTD | +74.8% | -3.9% | +78.7% | +74.9% |
| 1Y | +52.7% | -13.3% | +66.0% | +55.1% |
| All | +149.4% | +20.8% | +128.6% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling