-18.5%
TAP vs TW
+291.9%
-310.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.2% |
| 7D | -4.5% | +3.1% | -7.6% | -4.9% |
| 30D | +7.5% | +16.7% | -9.2% | +5.5% |
| 3M | -4.9% | +25.2% | -30.0% | -7.4% |
| 6M | -3.5% | +19.5% | -22.9% | -5.7% |
| YTD | -11.4% | +21.0% | -32.4% | -13.8% |
| 1Y | -10.8% | +19.0% | -29.8% | -13.0% |
| 3Y | -24.5% | +40.7% | -65.2% | -29.1% |
| 5Y | +2.5% | +40.1% | -37.7% | -4.9% |
| All | -18.5% | +291.9% | -310.4% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling