+212.2%
INTC vs TLN
+583.6%
-371.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.8% | +0.7% | +3.3% |
| 7D | +7.1% | +7.1% | 0.0% | +4.8% |
| 30D | -5.2% | -3.9% | -1.3% | -4.1% |
| 3M | -14.3% | -16.2% | +1.9% | -9.5% |
| 6M | +110.2% | -5.8% | +116.0% | +114.4% |
| YTD | +159.6% | -15.4% | +175.1% | +170.9% |
| 1Y | +289.3% | -16.7% | +305.9% | +305.8% |
| 3Y | +166.1% | +473.8% | -307.7% | +61.7% |
| All | +212.2% | +583.6% | -371.3% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling