+124.8%
NTAP vs TW
+20.0%
+104.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.3% | -2.3% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | -7.0% | -0.6% | -6.4% | -7.0% |
| 3M | +12.3% | +3.4% | +8.9% | +11.1% |
| 6M | +85.1% | -18.4% | +103.6% | +92.7% |
| YTD | +74.8% | -3.9% | +78.7% | +74.6% |
| 1Y | +52.7% | -13.3% | +66.0% | +56.1% |
| 3Y | +147.7% | +20.8% | +126.8% | +125.0% |
| 5Y | +124.8% | +20.3% | +104.5% | +101.3% |
| All | +124.8% | +20.0% | +104.7% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling