+270.0%
INTC vs TFC
+97.4%
+172.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +18.0% | -1.3% | +19.3% | +18.5% |
| 30D | +8.9% | -2.3% | +11.3% | +9.9% |
| 3M | -1.6% | +2.5% | -4.0% | -3.2% |
| 6M | +133.1% | +9.5% | +123.6% | +122.9% |
| YTD | +187.9% | +5.1% | +182.9% | +179.6% |
| 1Y | +334.7% | +15.5% | +319.2% | +305.5% |
| 3Y | +184.2% | +95.2% | +89.0% | +116.0% |
| 5Y | +116.0% | +14.5% | +101.5% | +96.5% |
| 10Y | +270.0% | +97.2% | +172.8% | +172.4% |
| All | +270.0% | +97.4% | +172.6% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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