+90.3%
INTC vs TSLL
-51.1%
+141.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.8% | +1.7% | +6.5% |
| 7D | +7.3% | +0.5% | +6.8% | +7.0% |
| 30D | -38.3% | +2.7% | -41.0% | -38.6% |
| 3M | -36.0% | +26.3% | -62.3% | -38.8% |
| 6M | -51.7% | -37.2% | -14.5% | -49.1% |
| YTD | +69.4% | -44.2% | +113.6% | +79.4% |
| 1Y | +65.0% | -44.0% | +109.0% | +73.7% |
| 3Y | +63.0% | 0.0% | +63.0% | +34.1% |
| All | +90.3% | -51.1% | +141.4% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling