-17.8%
TAP vs TW
+286.2%
-304.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | +0.5% | +4.2% | -3.7% | 0.0% |
| 30D | +9.1% | +18.9% | -9.8% | +6.9% |
| 3M | -3.8% | +23.8% | -27.6% | -6.2% |
| 6M | -3.4% | +17.0% | -20.5% | -5.4% |
| YTD | -10.6% | +19.2% | -29.9% | -12.9% |
| 1Y | -4.4% | +20.1% | -24.5% | -6.9% |
| 3Y | -24.4% | +40.5% | -64.9% | -29.0% |
| 5Y | +2.1% | +38.0% | -36.0% | -5.1% |
| All | -17.8% | +286.2% | -304.0% | -36.1% |
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