+179.2%
TAP vs WTW
+1,174.9%
-995.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.4% |
| 7D | -2.3% | -2.6% | +0.3% | -1.6% |
| 30D | -2.1% | -1.0% | -1.2% | -1.9% |
| 3M | +6.6% | +29.9% | -23.3% | -0.5% |
| 6M | -11.5% | +10.7% | -22.2% | -14.3% |
| YTD | -10.3% | +2.6% | -12.8% | -11.8% |
| 1Y | -14.4% | +2.8% | -17.1% | -16.0% |
| 3Y | -28.3% | +67.3% | -95.6% | -38.5% |
| 5Y | +1.7% | +56.6% | -54.9% | -12.4% |
| 10Y | -49.2% | +204.1% | -253.3% | -63.4% |
| All | +179.2% | +1,174.9% | -995.7% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling