+252.1%
INTC vs TTMI
+1,127.6%
-875.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.7% | +1.3% |
| 7D | +7.5% | +0.7% | +6.8% | +7.2% |
| 30D | +2.0% | -8.4% | +10.4% | +5.3% |
| 3M | -12.0% | -32.5% | +20.5% | +2.0% |
| 6M | +114.5% | +32.5% | +82.1% | +94.7% |
| YTD | +179.0% | +83.2% | +95.7% | +123.7% |
| 1Y | +318.3% | +161.7% | +156.6% | +191.5% |
| 3Y | +171.2% | +890.1% | -718.9% | +14.0% |
| 5Y | +107.6% | +832.4% | -724.9% | -14.1% |
| All | +252.1% | +1,127.6% | -875.4% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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