+164.3%
INTC vs TSLQ
-95.5%
+259.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -7.9% | -5.2% |
| 7D | +9.4% | +5.7% | +3.8% | +10.7% |
| 30D | +2.7% | -21.1% | +23.8% | -0.8% |
| 3M | -6.3% | -11.5% | +5.2% | -4.7% |
| 6M | +114.5% | -14.9% | +129.4% | +122.8% |
| YTD | +171.9% | +2.4% | +169.4% | +192.6% |
| 1Y | +305.0% | -49.8% | +354.8% | +300.7% |
| All | +164.3% | -95.5% | +259.8% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling