+15.4%
TAP vs NWSA
+127.4%
-112.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.4% |
| 7D | -2.3% | -1.9% | -0.4% | -1.7% |
| 30D | -2.1% | +4.6% | -6.7% | -3.5% |
| 3M | +6.6% | +13.2% | -6.6% | +2.5% |
| 6M | -11.5% | +27.0% | -38.5% | -18.1% |
| YTD | -10.3% | +16.8% | -27.1% | -15.1% |
| 1Y | -14.4% | +4.5% | -18.9% | -16.4% |
| 3Y | -28.3% | +46.2% | -74.5% | -38.1% |
| 5Y | +1.7% | +40.9% | -39.2% | -13.5% |
| 10Y | -49.2% | +145.1% | -194.3% | -66.8% |
| All | +15.4% | +127.4% | -112.1% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling