+175.2%
INTC vs TSEM
+674.6%
-499.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.1% | +10.2% | +9.5% |
| 7D | +17.4% | +10.4% | +7.0% | +12.3% |
| 30D | +2.8% | -12.9% | +15.7% | +8.7% |
| 3M | -5.3% | -9.2% | +3.9% | -2.8% |
| 6M | +140.6% | +98.8% | +41.8% | +73.9% |
| YTD | +183.1% | +87.2% | +95.9% | +108.2% |
| 1Y | +326.8% | +239.0% | +87.8% | +144.1% |
| All | +175.2% | +674.6% | -499.3% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling