+194.1%
INTC vs TSLQ
-97.3%
+291.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -8.0% | +17.0% | +7.6% |
| 7D | +17.4% | -8.6% | +26.0% | +15.9% |
| 30D | +2.8% | -24.9% | +27.7% | -1.7% |
| 3M | -5.3% | -1.5% | -3.7% | -1.9% |
| 6M | +140.6% | -18.1% | +158.7% | +148.4% |
| YTD | +183.1% | -0.1% | +183.2% | +203.6% |
| 1Y | +326.8% | -51.4% | +378.1% | +319.2% |
| 3Y | +179.4% | -95.9% | +275.4% | +128.0% |
| All | +194.1% | -97.3% | +291.4% | +149.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling