+853.1%
INTC vs TMF
-68.9%
+921.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.5% |
| 7D | +7.1% | -1.4% | +8.5% | +6.9% |
| 30D | -5.2% | -2.8% | -2.4% | -5.5% |
| 3M | -14.3% | -10.9% | -3.4% | -15.5% |
| 6M | +110.2% | -21.3% | +131.5% | +103.7% |
| YTD | +159.6% | -15.9% | +175.5% | +154.1% |
| 1Y | +289.3% | -15.7% | +305.0% | +281.7% |
| 3Y | +166.1% | -43.4% | +209.4% | +153.3% |
| 5Y | +94.4% | -87.8% | +182.1% | +48.2% |
| 10Y | +227.7% | -86.7% | +314.4% | +174.2% |
| All | +853.1% | -68.9% | +921.9% | +1,022.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling