+4,441.4%
INTC vs TSEM
+11.3%
+4,430.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.8% | -3.3% | +3.1% |
| 7D | +7.1% | +6.9% | +0.2% | +5.8% |
| 30D | -5.2% | +5.3% | -10.5% | -6.3% |
| 3M | -14.3% | -14.9% | +0.6% | -11.8% |
| 6M | +110.2% | +80.0% | +30.1% | +88.3% |
| YTD | +159.6% | +89.4% | +70.3% | +130.3% |
| 1Y | +289.3% | +253.1% | +36.2% | +210.2% |
| 3Y | +166.1% | +642.1% | -476.1% | +85.6% |
| 5Y | +94.4% | +659.1% | -564.7% | +33.6% |
| 10Y | +227.7% | +1,291.4% | -1,063.7% | +102.3% |
| All | +4,441.4% | +11.3% | +4,430.1% | +2,770.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling