+347.1%
INTC vs TDY
+6,969.6%
-6,622.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.6% |
| 7D | +9.4% | -1.9% | +11.3% | +10.1% |
| 30D | +2.7% | -12.5% | +15.2% | +7.7% |
| 3M | -6.3% | -0.8% | -5.5% | -5.6% |
| 6M | +114.5% | -9.0% | +123.4% | +123.1% |
| YTD | +171.9% | +16.8% | +155.1% | +159.6% |
| 1Y | +305.0% | +9.5% | +295.6% | +295.3% |
| 3Y | +168.3% | +45.4% | +122.9% | +138.2% |
| 5Y | +102.3% | +37.8% | +64.5% | +82.8% |
| 10Y | +249.4% | +470.2% | -220.9% | +98.0% |
| All | +347.1% | +6,969.6% | -6,622.5% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling