+57.4%
INTC vs TSEM
+79.9%
-22.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.7% | +5.0% | +0.6% |
| 7D | -39.0% | -23.1% | -15.9% | -29.6% |
| 30D | -49.8% | -40.4% | -9.5% | -35.5% |
| 3M | -42.2% | -37.9% | -4.3% | -28.4% |
| 6M | -39.2% | -30.8% | -8.4% | -28.3% |
| YTD | +57.9% | +26.7% | +31.2% | +43.3% |
| 1Y | +57.4% | +80.5% | -23.1% | +24.1% |
| All | +57.4% | +79.9% | -22.5% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling