+80.8%
INTC vs TSLL
-54.2%
+135.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.9% | -5.4% | +3.7% |
| 7D | -1.0% | -14.3% | +13.3% | +1.4% |
| 30D | -43.3% | -6.2% | -37.1% | -42.7% |
| 3M | -41.6% | +21.2% | -62.8% | -43.7% |
| 6M | -52.5% | -36.6% | -15.9% | -49.9% |
| YTD | +60.9% | -47.8% | +108.7% | +72.2% |
| 1Y | +55.7% | -45.2% | +100.9% | +64.7% |
| 3Y | +59.2% | -3.3% | +62.4% | +31.8% |
| All | +80.8% | -54.2% | +135.0% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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