+111.7%
INTC vs TLT
-33.6%
+145.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | 0.0% | +9.1% | +9.1% |
| 7D | +17.4% | +0.4% | +17.0% | +17.4% |
| 30D | +2.8% | -0.3% | +3.1% | +2.8% |
| 3M | -5.3% | -1.7% | -3.5% | -5.2% |
| 6M | +140.6% | -4.9% | +145.5% | +140.6% |
| YTD | +183.1% | -2.8% | +185.9% | +183.3% |
| 1Y | +326.8% | -4.2% | +331.0% | +326.8% |
| 3Y | +179.4% | -1.1% | +180.5% | +177.6% |
| 5Y | +111.7% | -33.7% | +145.4% | +86.1% |
| All | +111.7% | -33.6% | +145.3% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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