+103.2%
INTC vs TDY
+39.0%
+64.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +1.7% |
| 7D | +7.5% | -1.1% | +8.6% | +8.3% |
| 30D | +2.0% | -12.0% | +14.0% | +12.6% |
| 3M | -12.0% | -3.2% | -8.8% | -9.2% |
| 6M | +114.5% | -7.9% | +122.4% | +130.0% |
| YTD | +179.0% | +18.2% | +160.7% | +149.9% |
| 1Y | +318.3% | +6.7% | +311.6% | +302.3% |
| 3Y | +171.2% | +47.5% | +123.7% | +106.1% |
| All | +103.2% | +39.0% | +64.2% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling