+459.9%
INTC vs TMF
-69.2%
+529.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.2% | +7.9% | +7.7% |
| 7D | -14.4% | +1.2% | -15.6% | -14.3% |
| 30D | -50.2% | +19.7% | -70.0% | -49.0% |
| 3M | -43.6% | -2.1% | -41.5% | -43.6% |
| 6M | -50.2% | -13.4% | -36.8% | -51.0% |
| YTD | +52.5% | -16.7% | +69.3% | +49.5% |
| 1Y | +51.1% | -23.3% | +74.5% | +46.5% |
| 3Y | +50.3% | -24.8% | +75.1% | +48.8% |
| 5Y | +19.2% | -88.0% | +107.2% | -9.6% |
| 10Y | +105.1% | -84.7% | +189.8% | +76.3% |
| All | +459.9% | -69.2% | +529.1% | +560.2% |
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 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