+106.4%
INTC vs TAP
-48.8%
+155.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -4.0% | -4.5% | +0.5% | -3.0% |
| 30D | -44.5% | +7.5% | -52.0% | -46.2% |
| 3M | -40.4% | -4.9% | -35.5% | -40.4% |
| 6M | -53.5% | -3.5% | -50.0% | -54.1% |
| YTD | +57.5% | -11.4% | +68.9% | +59.0% |
| 1Y | +51.2% | -10.8% | +62.0% | +51.9% |
| 3Y | +51.6% | -24.5% | +76.1% | +59.3% |
| 5Y | +23.5% | +2.5% | +21.0% | +15.4% |
| 10Y | +106.4% | -47.6% | +154.0% | +107.7% |
| All | +106.4% | -48.8% | +155.2% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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