+165.3%
INTC vs TSLL
-30.6%
+196.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -11.8% | +16.4% | +6.4% |
| 7D | +7.1% | +1.9% | +5.2% | +6.3% |
| 30D | -5.2% | +17.8% | -23.0% | -8.4% |
| 3M | -14.3% | -37.0% | +22.7% | -9.5% |
| 6M | +110.2% | -37.7% | +147.9% | +121.3% |
| YTD | +159.6% | -51.4% | +211.0% | +181.2% |
| 1Y | +289.3% | -23.4% | +312.6% | +289.2% |
| All | +165.3% | -30.6% | +196.0% | +132.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling