-24.4%
TAP vs TW
+39.9%
-64.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | +0.5% | +4.2% | -3.7% | +0.3% |
| 30D | +9.1% | +18.9% | -9.8% | +8.5% |
| 3M | -3.8% | +23.8% | -27.6% | -4.5% |
| 6M | -3.4% | +17.0% | -20.5% | -4.1% |
| YTD | -10.6% | +19.2% | -29.9% | -11.2% |
| 1Y | -4.4% | +20.1% | -24.5% | -5.0% |
| 3Y | -24.4% | +40.5% | -64.9% | -24.4% |
| All | -24.4% | +39.9% | -64.3% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling