-50.4%
TAP vs NWSA
+144.0%
-194.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | -5.1% | -3.1% | -2.0% | -4.1% |
| 30D | -8.4% | +4.3% | -12.7% | -9.7% |
| 3M | -3.9% | +9.2% | -13.2% | -6.8% |
| 6M | -14.4% | +21.6% | -36.0% | -20.0% |
| YTD | -14.7% | +14.2% | -29.0% | -19.0% |
| 1Y | -18.7% | +1.8% | -20.4% | -20.0% |
| 3Y | -32.6% | +44.4% | -77.1% | -42.3% |
| 5Y | -1.4% | +41.0% | -42.4% | -17.2% |
| 10Y | -50.4% | +150.0% | -200.4% | -68.8% |
| All | -50.4% | +144.0% | -194.4% | -68.8% |
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