+252.1%
INTC vs TEL
+316.2%
-64.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +0.1% |
| 7D | +7.5% | +1.6% | +5.9% | +6.1% |
| 30D | +2.0% | -0.7% | +2.6% | +2.2% |
| 3M | -12.0% | +2.4% | -14.4% | -13.6% |
| 6M | +114.5% | +4.1% | +110.4% | +105.6% |
| YTD | +179.0% | -5.8% | +184.8% | +185.6% |
| 1Y | +318.3% | +0.9% | +317.4% | +307.4% |
| 3Y | +171.2% | +72.6% | +98.6% | +79.9% |
| 5Y | +107.6% | +57.5% | +50.0% | +44.7% |
| All | +252.1% | +316.2% | -64.0% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling