-21.6%
TAP vs TW
+211.2%
-232.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -5.1% | -0.5% | -4.6% | -5.0% |
| 30D | -8.4% | -0.6% | -7.8% | -8.4% |
| 3M | -3.9% | +3.4% | -7.3% | -4.4% |
| 6M | -14.4% | -18.4% | +4.1% | -12.6% |
| YTD | -14.7% | -3.9% | -10.8% | -14.7% |
| 1Y | -18.7% | -13.3% | -5.3% | -17.7% |
| 3Y | -32.6% | +20.8% | -53.5% | -35.8% |
| 5Y | -1.4% | +20.3% | -21.7% | -7.3% |
| All | -21.6% | +211.2% | -232.8% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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