-33.8%
TAP vs WTW
+60.9%
-94.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.6% | -0.2% |
| 7D | -5.1% | -7.1% | +2.0% | -3.6% |
| 30D | -8.4% | -8.5% | +0.1% | -6.8% |
| 3M | -3.9% | +20.6% | -24.5% | -7.1% |
| 6M | -14.4% | +7.2% | -21.6% | -15.7% |
| YTD | -14.7% | -3.9% | -10.9% | -14.0% |
| 1Y | -18.7% | -3.6% | -15.1% | -18.2% |
| All | -33.8% | +60.9% | -94.8% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling