+93.5%
INTC vs TLN
+683.0%
-589.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.2% | -1.7% | +3.0% |
| 7D | -1.0% | +9.1% | -10.1% | -3.8% |
| 30D | -43.3% | -4.1% | -39.2% | -42.4% |
| 3M | -41.6% | +4.4% | -46.0% | -42.6% |
| 6M | -52.5% | -6.0% | -46.5% | -51.8% |
| YTD | +60.9% | -3.1% | +64.0% | +60.5% |
| 1Y | +55.7% | -6.1% | +61.8% | +56.0% |
| 3Y | +59.2% | +575.3% | -516.2% | -9.0% |
| All | +93.5% | +683.0% | -589.5% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling