+501.2%
INTC vs TCOM
+2,658.7%
-2,157.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.3% | +10.3% | +9.3% |
| 7D | +17.4% | -7.6% | +25.0% | +19.0% |
| 30D | +2.8% | -12.2% | +15.0% | +5.0% |
| 3M | -5.3% | -14.2% | +9.0% | -3.3% |
| 6M | +140.6% | -25.0% | +165.6% | +151.6% |
| YTD | +183.1% | -43.7% | +226.8% | +209.5% |
| 1Y | +326.8% | -44.5% | +371.3% | +367.9% |
| 3Y | +179.4% | +13.4% | +166.0% | +163.4% |
| 5Y | +111.7% | +26.5% | +85.3% | +86.0% |
| 10Y | +253.8% | -10.3% | +264.1% | +214.2% |
| All | +501.2% | +2,658.7% | -2,157.4% | +208.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling