+66.1%
INTC vs TSEM
+40.2%
+26.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.9% | +4.4% | +1.1% |
| 7D | +6.0% | +7.0% | -0.9% | +2.1% |
| 30D | -39.2% | -29.8% | -9.4% | -26.6% |
| 3M | -42.9% | -41.9% | -1.0% | -25.7% |
| 6M | -50.4% | -45.8% | -4.7% | -34.9% |
| YTD | +61.7% | +25.1% | +36.6% | +39.2% |
| 1Y | +66.1% | +48.2% | +17.9% | +27.1% |
| All | +66.1% | +40.2% | +26.0% | +27.1% |
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