+179.4%
INTC vs TFC
+98.6%
+80.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.1% | +11.2% | +10.1% |
| 7D | +17.4% | +2.2% | +15.2% | +15.9% |
| 30D | +2.8% | -2.5% | +5.3% | +4.0% |
| 3M | -5.3% | +4.5% | -9.8% | -8.4% |
| 6M | +140.6% | +11.0% | +129.6% | +124.0% |
| YTD | +183.1% | +5.9% | +177.2% | +169.6% |
| 1Y | +326.8% | +14.6% | +312.2% | +287.2% |
| 3Y | +179.4% | +96.7% | +82.7% | +118.4% |
| All | +179.4% | +98.6% | +80.9% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling