+103.2%
INTC vs TSEM
+617.3%
-514.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +1.0% | +2.0% |
| 7D | +7.5% | -4.9% | +12.3% | +9.6% |
| 30D | +2.0% | -18.7% | +20.7% | +10.3% |
| 3M | -12.0% | -18.1% | +6.1% | -6.1% |
| 6M | +114.5% | +77.1% | +37.5% | +69.1% |
| YTD | +179.0% | +80.1% | +98.8% | +117.5% |
| 1Y | +318.3% | +220.4% | +97.9% | +165.5% |
| 3Y | +171.2% | +650.1% | -478.9% | +26.4% |
| All | +103.2% | +617.3% | -514.0% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling