+111.9%
INTC vs TMF
-82.1%
+194.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.6% |
| 7D | +6.0% | -9.3% | +15.3% | +5.1% |
| 30D | -39.2% | +1.9% | -41.1% | -39.0% |
| 3M | -42.9% | -11.2% | -31.7% | -43.4% |
| 6M | -50.4% | -17.7% | -32.7% | -51.1% |
| YTD | +61.7% | -24.5% | +86.1% | +58.1% |
| 1Y | +66.1% | -29.4% | +95.6% | +61.4% |
| 3Y | +58.1% | -33.4% | +91.6% | +55.3% |
| 5Y | +27.9% | -88.7% | +116.6% | -2.6% |
| All | +111.9% | -82.1% | +194.0% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling