+252.1%
INTC vs TSM
+1,808.7%
-1,556.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +1.9% |
| 7D | +7.5% | +1.0% | +6.4% | +7.0% |
| 30D | +2.0% | +1.0% | +1.0% | +1.7% |
| 3M | -12.0% | +2.9% | -14.9% | -11.8% |
| 6M | +114.5% | +22.8% | +91.7% | +96.1% |
| YTD | +179.0% | +43.3% | +135.7% | +134.5% |
| 1Y | +318.3% | +69.2% | +249.1% | +222.3% |
| 3Y | +171.2% | +404.5% | -233.3% | +8.6% |
| 5Y | +107.6% | +282.2% | -174.6% | -6.7% |
| All | +252.1% | +1,808.7% | -1,556.6% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSM.
Daily Out/Under-Performance
Portfolio return minus TSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSM 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 TSM 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