+252.1%
INTC vs TNA
+86.1%
+166.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.3% |
| 7D | +7.5% | -7.3% | +14.7% | +10.1% |
| 30D | +2.0% | -14.2% | +16.1% | +7.1% |
| 3M | -12.0% | -4.6% | -7.4% | -10.0% |
| 6M | +114.5% | +36.9% | +77.6% | +96.2% |
| YTD | +179.0% | +42.5% | +136.4% | +152.4% |
| 1Y | +318.3% | +45.8% | +272.5% | +273.4% |
| 3Y | +171.2% | +104.7% | +66.6% | +103.3% |
| 5Y | +107.6% | -21.7% | +129.3% | +84.7% |
| All | +252.1% | +86.1% | +166.0% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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