+179.4%
INTC vs TAP
-31.5%
+210.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -4.1% | +13.1% | +9.5% |
| 7D | +17.4% | -2.3% | +19.7% | +17.6% |
| 30D | +2.8% | -9.4% | +12.2% | +4.0% |
| 3M | -5.3% | -0.8% | -4.5% | -6.2% |
| 6M | +140.6% | -14.7% | +155.3% | +147.6% |
| YTD | +183.1% | -13.9% | +197.1% | +189.6% |
| 1Y | +326.8% | -18.6% | +345.4% | +343.5% |
| 3Y | +179.4% | -32.0% | +211.5% | +203.1% |
| All | +179.4% | -31.5% | +210.9% | +203.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling