-51.0%
TAP vs WTW
+198.0%
-249.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -3.9% | -5.7% | +1.8% | -2.0% |
| 30D | -5.3% | -7.3% | +2.0% | -2.9% |
| 3M | -3.8% | +21.5% | -25.2% | -9.7% |
| 6M | -11.4% | +9.6% | -21.0% | -14.6% |
| YTD | -13.7% | -3.3% | -10.5% | -13.8% |
| 1Y | -17.2% | -6.1% | -11.0% | -16.5% |
| 3Y | -33.1% | +61.8% | -94.9% | -45.1% |
| 5Y | +0.8% | +42.7% | -41.9% | -15.2% |
| All | -51.0% | +198.0% | -249.0% | -68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling