+243.2%
INTC vs TSEM
+1,289.9%
-1,046.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.9% | -1.6% | -4.0% |
| 7D | +9.4% | +0.9% | +8.5% | +9.0% |
| 30D | +2.7% | -16.6% | +19.3% | +10.1% |
| 3M | -6.3% | -10.9% | +4.6% | -3.0% |
| 6M | +114.5% | +78.0% | +36.4% | +65.1% |
| YTD | +171.9% | +77.2% | +94.7% | +108.4% |
| 1Y | +305.0% | +207.6% | +97.4% | +149.0% |
| 3Y | +168.3% | +637.8% | -469.5% | +13.2% |
| 5Y | +102.3% | +617.0% | -514.7% | -17.3% |
| All | +243.2% | +1,289.9% | -1,046.8% | +3.6% |
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