+179.4%
INTC vs TLN
+494.5%
-315.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +2.8% | +6.3% | +8.2% |
| 7D | +17.4% | +10.9% | +6.5% | +13.8% |
| 30D | +2.8% | -6.3% | +9.1% | +4.8% |
| 3M | -5.3% | -10.7% | +5.4% | -1.9% |
| 6M | +140.6% | +1.6% | +139.0% | +140.5% |
| YTD | +183.1% | -13.1% | +196.2% | +192.9% |
| 1Y | +326.8% | -15.1% | +341.8% | +342.1% |
| 3Y | +179.4% | +495.0% | -315.6% | +86.1% |
| All | +179.4% | +494.5% | -315.0% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling