+252.1%
INTC vs TCOM
-9.8%
+261.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | +7.5% | -4.9% | +12.4% | +8.5% |
| 30D | +2.0% | -14.4% | +16.4% | +5.0% |
| 3M | -12.0% | -17.7% | +5.7% | -9.1% |
| 6M | +114.5% | -25.1% | +139.7% | +125.9% |
| YTD | +179.0% | -45.7% | +224.7% | +211.2% |
| 1Y | +318.3% | -47.9% | +366.1% | +370.7% |
| 3Y | +171.2% | +8.9% | +162.3% | +154.0% |
| 5Y | +107.6% | +26.9% | +80.7% | +78.3% |
| All | +252.1% | -9.8% | +261.9% | +205.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling