+448.1%
INTC vs TLT
+130.8%
+317.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.4% | +5.5% |
| 7D | -1.0% | +0.3% | -1.3% | -0.8% |
| 30D | -43.3% | +5.1% | -48.4% | -41.8% |
| 3M | -41.6% | -0.2% | -41.4% | -41.5% |
| 6M | -52.5% | -2.9% | -49.6% | -53.1% |
| YTD | +60.9% | -2.7% | +63.6% | +58.7% |
| 1Y | +55.7% | -4.6% | +60.3% | +52.0% |
| 3Y | +59.2% | +6.1% | +53.1% | +65.5% |
| 5Y | +25.0% | -35.1% | +60.2% | -2.8% |
| 10Y | +109.3% | -12.5% | +121.8% | +105.5% |
| All | +448.1% | +130.8% | +317.3% | +1,670.7% |
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