-18.7%
TAP vs TW
-13.2%
-5.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.7% |
| 6M | -14.4% | -18.4% | +4.1% | -15.1% |
| YTD | -14.7% | -3.9% | -10.8% | -14.4% |
| 1Y | -18.7% | -13.3% | -5.3% | -17.2% |
| All | -18.7% | -13.2% | -5.4% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling