+263.8%
INTC vs T
+66.1%
+197.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.3% | +9.4% | +9.1% |
| 7D | +17.4% | -1.5% | +19.0% | +17.9% |
| 30D | +2.8% | +7.6% | -4.8% | +0.4% |
| 3M | -5.3% | +15.3% | -20.6% | -10.3% |
| 6M | +140.6% | -8.5% | +149.1% | +144.9% |
| YTD | +183.1% | +6.8% | +176.3% | +169.9% |
| 1Y | +326.8% | -7.2% | +334.0% | +328.5% |
| 3Y | +179.4% | +108.2% | +71.2% | +90.1% |
| 5Y | +111.7% | +66.1% | +45.7% | +57.4% |
| All | +263.8% | +66.1% | +197.7% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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