+289.3%
INTC vs TCOM
-42.5%
+331.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.4% | +4.5% |
| 7D | +7.1% | -9.5% | +16.6% | +7.5% |
| 30D | -5.2% | -10.7% | +5.5% | -4.8% |
| 3M | -14.3% | -14.6% | +0.3% | -12.7% |
| 6M | +110.2% | -19.3% | +129.5% | +117.2% |
| YTD | +159.6% | -42.9% | +202.6% | +163.1% |
| 1Y | +289.3% | -43.8% | +333.1% | +302.2% |
| All | +289.3% | -42.5% | +331.8% | +302.2% |
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