+57.4%
INTC vs TCOM
-39.6%
+97.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.2% | -6.9% | -3.2% |
| 7D | -39.0% | +10.7% | -49.7% | -37.9% |
| 30D | -49.8% | +10.1% | -59.9% | -49.0% |
| 3M | -42.2% | -8.9% | -33.4% | -41.5% |
| 6M | -39.2% | -19.2% | -20.0% | -36.6% |
| YTD | +57.9% | -40.6% | +98.5% | +52.2% |
| 1Y | +57.4% | -39.0% | +96.4% | +49.8% |
| All | +57.4% | -39.6% | +97.0% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling