+233.5%
INTU vs TAP
-47.8%
+281.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.8% |
| 7D | -3.9% | -8.0% | +4.1% | -1.9% |
| 30D | +12.0% | +4.1% | +7.9% | +11.0% |
| 3M | +2.3% | -4.4% | +6.7% | +3.5% |
| 6M | -12.1% | -1.9% | -10.1% | -11.6% |
| YTD | -47.5% | -12.1% | -35.5% | -46.3% |
| 1Y | -46.9% | -12.0% | -34.9% | -45.7% |
| 3Y | -33.5% | -25.0% | -8.4% | -30.2% |
| 5Y | -41.2% | -1.1% | -40.2% | -43.3% |
| 10Y | +233.5% | -47.6% | +281.1% | +239.7% |
| All | +233.5% | -47.8% | +281.3% | +239.7% |
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