+189.8%
INTC vs TSLQ
-97.2%
+287.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.4% |
| 7D | +7.5% | -6.6% | +14.0% | +6.4% |
| 30D | +2.0% | -24.3% | +26.3% | -2.2% |
| 3M | -12.0% | -3.6% | -8.4% | -9.4% |
| 6M | +114.5% | -12.0% | +126.5% | +124.0% |
| YTD | +179.0% | +1.4% | +177.6% | +200.1% |
| 1Y | +318.3% | -43.6% | +361.8% | +320.6% |
| 3Y | +171.2% | -95.4% | +266.6% | +126.1% |
| All | +189.8% | -97.2% | +287.0% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling