+191.7%
INTC vs TSLL
-57.4%
+249.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -11.8% | +16.4% | +6.3% |
| 7D | +7.1% | +1.9% | +5.2% | +6.3% |
| 30D | -5.2% | +17.8% | -23.0% | -8.3% |
| 3M | -14.3% | -37.0% | +22.7% | -9.6% |
| 6M | +110.2% | -37.7% | +147.9% | +121.1% |
| YTD | +159.6% | -51.4% | +211.0% | +180.9% |
| 1Y | +289.3% | -23.4% | +312.6% | +288.8% |
| 3Y | +166.1% | -30.8% | +196.8% | +129.0% |
| All | +191.7% | -57.4% | +249.1% | +175.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling