+111.9%
INTC vs TSEM
+805.6%
-693.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.9% | +4.4% | +0.5% |
| 7D | +6.0% | +7.0% | -0.9% | +2.9% |
| 30D | -39.2% | -29.8% | -9.4% | -28.7% |
| 3M | -42.9% | -41.9% | -1.0% | -28.4% |
| 6M | -50.4% | -45.8% | -4.7% | -37.1% |
| YTD | +61.7% | +25.1% | +36.6% | +44.1% |
| 1Y | +66.1% | +48.2% | +17.9% | +38.5% |
| 3Y | +58.1% | +476.5% | -418.3% | -25.1% |
| 5Y | +27.9% | +301.4% | -273.6% | -32.8% |
| All | +111.9% | +805.6% | -693.7% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling