+214.7%
NTAP vs TW
+221.1%
-6.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -0.8% | -2.3% | +1.6% | -0.3% |
| 30D | -0.5% | +3.9% | -4.5% | -1.2% |
| 3M | +4.1% | +5.7% | -1.6% | +2.5% |
| 6M | +88.0% | -14.5% | +102.5% | +92.8% |
| YTD | +75.6% | -0.9% | +76.4% | +74.5% |
| 1Y | +58.9% | -13.5% | +72.4% | +62.1% |
| 3Y | +153.6% | +25.0% | +128.6% | +136.1% |
| 5Y | +127.6% | +22.7% | +105.0% | +107.9% |
| All | +214.7% | +221.1% | -6.4% | +150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling