+3.2%
TAP vs WTW
+8.6%
-5.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | +0.1% | +2.5% |
| 7D | +9.9% | +4.9% | +5.0% | +9.0% |
| 30D | +18.1% | +17.1% | +1.0% | +15.4% |
| 3M | +3.2% | -0.3% | +3.5% | +2.7% |
| 6M | +8.4% | +30.7% | -22.2% | +6.3% |
| YTD | -4.4% | +3.7% | -8.1% | -4.8% |
| 1Y | +3.2% | +5.9% | -2.6% | +3.4% |
| All | +3.2% | +8.6% | -5.4% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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