+164.3%
INTC vs TNA
+99.7%
+64.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.0% | -2.5% | -4.2% |
| 7D | +9.4% | -7.6% | +17.0% | +13.3% |
| 30D | +2.7% | -13.6% | +16.3% | +9.4% |
| 3M | -6.3% | +2.8% | -9.1% | -6.3% |
| 6M | +114.5% | +34.5% | +79.9% | +92.7% |
| YTD | +171.9% | +41.0% | +130.8% | +140.6% |
| 1Y | +305.0% | +52.0% | +253.0% | +245.3% |
| All | +164.3% | +99.7% | +64.6% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling