+117.4%
INTC vs TAP
-47.7%
+165.1%
-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% | -1.8% | -2.0% |
| 7D | +17.1% | -6.3% | +23.5% | +18.9% |
| 30D | -40.5% | +2.7% | -43.2% | -41.5% |
| 3M | -39.4% | -3.7% | -35.6% | -39.6% |
| 6M | -49.3% | -2.0% | -47.2% | -50.2% |
| YTD | +65.9% | -12.3% | +78.2% | +67.8% |
| 1Y | +61.5% | -10.1% | +71.6% | +61.6% |
| 3Y | +59.6% | -25.3% | +84.9% | +68.1% |
| 5Y | +31.2% | -1.9% | +33.1% | +24.3% |
| All | +117.4% | -47.7% | +165.1% | +114.8% |
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