+51.1%
INTC vs TSLL
-57.5%
+108.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +8.6% | -0.9% | +4.8% |
| 7D | -14.4% | -21.2% | +6.8% | -8.0% |
| 30D | -50.2% | -13.3% | -36.9% | -48.0% |
| 3M | -43.6% | +15.4% | -59.0% | -46.9% |
| 6M | -50.2% | -34.2% | -16.0% | -44.8% |
| YTD | +52.5% | -52.9% | +105.4% | +73.6% |
| 1Y | +51.1% | -54.3% | +105.5% | +71.3% |
| All | +51.1% | -57.5% | +108.6% | +71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling