-47.6%
TAP vs NWSA
+149.3%
-196.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -4.5% | -9.7% | +5.2% | -1.6% |
| 30D | +7.5% | -8.6% | +16.1% | +10.4% |
| 3M | -4.9% | -6.3% | +1.4% | -3.1% |
| 6M | -3.5% | -1.2% | -2.3% | -3.6% |
| YTD | -11.4% | +2.6% | -14.1% | -13.2% |
| 1Y | -10.8% | 0.0% | -10.8% | -11.9% |
| 3Y | -24.5% | +30.1% | -54.5% | -33.2% |
| 5Y | +2.5% | +18.3% | -15.9% | -8.7% |
| 10Y | -47.6% | +149.3% | -196.9% | -66.6% |
| All | -47.6% | +149.3% | -196.9% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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