+102.3%
INTC vs TRV
+154.6%
-52.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.7% |
| 7D | +9.4% | -1.5% | +10.9% | +9.7% |
| 30D | +2.7% | -1.8% | +4.5% | +2.9% |
| 3M | -6.3% | +21.6% | -27.9% | -10.7% |
| 6M | +114.5% | +22.5% | +92.0% | +103.1% |
| YTD | +171.9% | +28.1% | +143.7% | +153.1% |
| 1Y | +305.0% | +37.0% | +268.0% | +266.7% |
| 3Y | +168.3% | +141.9% | +26.5% | +101.0% |
| 5Y | +102.3% | +158.5% | -56.2% | +44.8% |
| All | +102.3% | +154.6% | -52.3% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 5y: compounded portfolio wealth divided by compounded TRV 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…
5y analysis · Full analysis span regression · 6 months rolling