+9,167.2%
INTC vs TFC
+2,523.9%
+6,643.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -4.0% | +1.7% | -5.7% | -4.6% |
| 30D | -44.5% | +9.0% | -53.5% | -46.3% |
| 3M | -40.4% | -2.1% | -38.3% | -40.1% |
| 6M | -53.5% | +3.4% | -56.8% | -54.5% |
| YTD | +57.5% | +5.3% | +52.2% | +53.1% |
| 1Y | +51.2% | +16.2% | +35.0% | +41.7% |
| 3Y | +51.6% | +94.8% | -43.2% | +18.1% |
| 5Y | +23.5% | -0.7% | +24.1% | +18.4% |
| 10Y | +106.4% | +80.9% | +25.5% | +49.8% |
| All | +9,167.2% | +2,523.9% | +6,643.4% | +4,075.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling