+419.6%
INTC vs TLT
+130.7%
+288.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.7% | +7.7% |
| 7D | -14.4% | +0.1% | -14.5% | -14.4% |
| 30D | -50.2% | +6.2% | -56.4% | -48.7% |
| 3M | -43.6% | +0.1% | -43.7% | -43.5% |
| 6M | -50.2% | -3.0% | -47.2% | -50.9% |
| YTD | +52.5% | -2.7% | +55.3% | +50.4% |
| 1Y | +51.1% | -4.8% | +56.0% | +47.4% |
| 3Y | +50.3% | +6.9% | +43.4% | +56.9% |
| 5Y | +19.2% | -34.5% | +53.6% | -6.7% |
| 10Y | +105.1% | -17.3% | +122.4% | +94.3% |
| All | +419.6% | +130.7% | +288.9% | +1,578.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling