-0.5%
TAP vs WTW
+42.3%
-42.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -5.3% | -7.8% | +2.5% | -3.6% |
| 30D | -7.4% | -7.9% | +0.5% | -5.7% |
| 3M | -4.9% | +19.9% | -24.9% | -8.4% |
| 6M | -14.2% | +9.8% | -24.0% | -16.2% |
| YTD | -14.8% | -3.3% | -11.5% | -14.5% |
| 1Y | -18.1% | -3.3% | -14.8% | -17.9% |
| 3Y | -32.7% | +61.5% | -94.3% | -40.5% |
| 5Y | -0.5% | +42.6% | -43.1% | -12.2% |
| All | -0.5% | +42.3% | -42.8% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling