+305.0%
INTC vs TTMI
+522.4%
-217.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.0% | +6.1% | +8.3% |
| 7D | +17.4% | +12.2% | +5.3% | +14.2% |
| 30D | +2.8% | -5.7% | +8.5% | +4.2% |
| 3M | -5.3% | -27.5% | +22.2% | +2.6% |
| 6M | +140.6% | +47.1% | +93.5% | +120.8% |
| YTD | +183.1% | +87.5% | +95.7% | +144.6% |
| 1Y | +326.8% | +175.2% | +151.5% | +234.9% |
| 3Y | +179.4% | +901.9% | -722.5% | +60.7% |
| 5Y | +111.7% | +843.5% | -731.7% | +21.0% |
| 10Y | +253.8% | +1,077.0% | -823.2% | +85.1% |
| All | +305.0% | +522.4% | -217.5% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling