+326.8%
INTC vs TMF
-21.2%
+347.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.1% | +9.1% | +9.1% |
| 7D | +17.4% | +1.0% | +16.4% | +17.2% |
| 30D | +2.8% | -1.8% | +4.6% | +3.4% |
| 3M | -5.3% | -8.2% | +3.0% | -3.3% |
| 6M | +140.6% | -19.5% | +160.1% | +142.6% |
| YTD | +183.1% | -16.0% | +199.1% | +187.9% |
| 1Y | +326.8% | -22.5% | +349.2% | +333.2% |
| All | +326.8% | -21.2% | +347.9% | +333.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TMF 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling