+109.3%
INTC vs TMF
-83.0%
+192.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | -1.0% | +0.6% | -1.6% | -0.9% |
| 30D | -43.3% | +16.3% | -59.6% | -42.5% |
| 3M | -41.6% | -2.7% | -38.9% | -41.6% |
| 6M | -52.5% | -13.2% | -39.3% | -53.0% |
| YTD | +60.9% | -16.7% | +77.6% | +58.7% |
| 1Y | +55.7% | -22.7% | +78.4% | +52.5% |
| 3Y | +59.2% | -26.1% | +85.3% | +57.7% |
| 5Y | +25.0% | -88.4% | +113.5% | -5.3% |
| 10Y | +109.3% | -81.8% | +191.1% | +82.0% |
| All | +109.3% | -83.0% | +192.3% | +82.0% |
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