-38.4%
INTU vs TAP
+2.2%
-40.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -7.1% | -2.3% | -4.8% | -6.7% |
| 30D | +1.5% | -2.1% | +3.6% | +1.8% |
| 3M | +10.7% | +6.6% | +4.0% | +9.6% |
| 6M | -23.8% | -11.5% | -12.3% | -22.4% |
| YTD | -49.3% | -10.3% | -39.0% | -48.7% |
| 1Y | -49.7% | -14.4% | -35.3% | -48.6% |
| 3Y | -38.0% | -28.3% | -9.7% | -34.8% |
| All | -38.4% | +2.2% | -40.6% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling