-44.9%
TAP vs WTW
+218.5%
-263.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.6% |
| 7D | +1.3% | +2.0% | -0.7% | +0.6% |
| 30D | +5.7% | +12.9% | -7.2% | +1.7% |
| 3M | -1.9% | +0.7% | -2.6% | -2.1% |
| 6M | +0.9% | +39.5% | -38.5% | -9.6% |
| YTD | -9.5% | +3.1% | -12.6% | -11.4% |
| 1Y | -9.0% | +4.8% | -13.7% | -11.5% |
| 3Y | -22.2% | +42.9% | -65.2% | -33.1% |
| 5Y | +1.2% | +55.3% | -54.0% | -17.3% |
| All | -44.9% | +218.5% | -263.4% | -65.8% |
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