+246.2%
INTC vs TLN
+589.3%
-343.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.3% |
| 7D | +18.0% | +5.8% | +12.1% | +16.0% |
| 30D | +8.9% | -6.9% | +15.8% | +11.3% |
| 3M | -1.6% | -10.9% | +9.3% | +2.1% |
| 6M | +133.1% | -4.6% | +137.7% | +136.9% |
| YTD | +187.9% | -14.7% | +202.6% | +199.7% |
| 1Y | +334.7% | -17.9% | +352.6% | +354.6% |
| 3Y | +184.2% | +483.9% | -299.7% | +71.5% |
| All | +246.2% | +589.3% | -343.1% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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