+57.4%
INTC vs TDY
+22.9%
+34.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.8% | +1.0% | +1.5% |
| 7D | -39.0% | -5.0% | -34.0% | -34.7% |
| 30D | -49.8% | +2.0% | -51.8% | -50.1% |
| 3M | -42.2% | -7.7% | -34.5% | -36.2% |
| 6M | -39.2% | -0.9% | -38.3% | -37.1% |
| YTD | +57.9% | +23.7% | +34.2% | +38.4% |
| 1Y | +57.4% | +23.6% | +33.7% | +39.7% |
| All | +57.4% | +22.9% | +34.5% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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