-47.6%
TAP vs NWSA
+153.1%
-200.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.0% |
| 7D | -8.0% | -12.2% | +4.2% | -4.3% |
| 30D | +4.1% | -8.7% | +12.7% | +6.9% |
| 3M | -4.4% | -6.0% | +1.6% | -2.7% |
| 6M | -1.9% | -0.3% | -1.6% | -2.3% |
| YTD | -12.1% | +3.5% | -15.6% | -14.0% |
| 1Y | -12.0% | +0.8% | -12.8% | -13.3% |
| 3Y | -25.0% | +31.1% | -56.2% | -33.9% |
| 5Y | -1.1% | +18.8% | -19.9% | -11.9% |
| 10Y | -47.6% | +147.9% | -195.5% | -67.1% |
| All | -47.6% | +153.1% | -200.7% | -67.1% |
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