+51.6%
INTC vs TSLL
-2.4%
+54.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -4.0% | -11.0% | +7.0% | -2.2% |
| 30D | -44.5% | -5.3% | -39.2% | -44.0% |
| 3M | -40.4% | +20.8% | -61.2% | -42.6% |
| 6M | -53.5% | -36.0% | -17.5% | -51.0% |
| YTD | +57.5% | -47.3% | +104.8% | +68.5% |
| 1Y | +51.2% | -48.4% | +99.6% | +61.3% |
| 3Y | +51.6% | -5.4% | +57.0% | +34.1% |
| All | +51.6% | -2.4% | +54.0% | +34.1% |
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