+102.3%
INTC vs TCOM
+21.5%
+80.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -5.4% |
| 7D | +9.4% | -6.5% | +16.0% | +10.6% |
| 30D | +2.7% | -16.2% | +18.9% | +5.5% |
| 3M | -6.3% | -19.3% | +13.0% | -3.4% |
| 6M | +114.5% | -27.2% | +141.7% | +125.2% |
| YTD | +171.9% | -46.2% | +218.1% | +198.8% |
| 1Y | +305.0% | -46.6% | +351.6% | +345.9% |
| 3Y | +168.3% | +8.4% | +160.0% | +155.1% |
| 5Y | +102.3% | +25.8% | +76.5% | +84.5% |
| All | +102.3% | +21.5% | +80.8% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling