-1.0%
TAP vs NWSA
+40.6%
-41.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.7% |
| 7D | -2.3% | -2.6% | +0.3% | -1.7% |
| 30D | -9.4% | +4.6% | -14.0% | -10.2% |
| 3M | -0.8% | +10.2% | -11.0% | -2.9% |
| 6M | -14.7% | +21.6% | -36.4% | -18.3% |
| YTD | -13.9% | +14.6% | -28.6% | -16.7% |
| 1Y | -18.6% | +0.4% | -19.0% | -19.0% |
| 3Y | -32.0% | +45.0% | -77.0% | -38.6% |
| 5Y | -1.0% | +41.3% | -42.3% | -12.6% |
| All | -1.0% | +40.6% | -41.6% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling