+131.3%
INTC vs TTMI
+256.5%
-125.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.8% |
| 7D | +6.0% | +11.4% | -5.4% | +3.1% |
| 30D | -39.2% | -28.3% | -10.9% | -34.2% |
| 3M | -42.9% | -46.7% | +3.7% | -33.8% |
| 6M | -50.4% | -56.1% | +5.7% | -39.4% |
| YTD | +61.7% | +7.4% | +54.3% | +59.4% |
| 1Y | +66.1% | +17.4% | +48.7% | +59.2% |
| 3Y | +58.1% | +429.1% | -371.0% | +5.8% |
| 5Y | +27.9% | +418.8% | -390.9% | -15.8% |
| 10Y | +111.1% | +411.2% | -300.1% | +33.9% |
| All | +131.3% | +256.5% | -125.2% | -10.3% |
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