+105.7%
INTC vs TSM
+1,620.7%
-1,515.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -3.3% |
| 7D | -4.0% | -2.1% | -1.9% | -2.6% |
| 30D | -44.5% | -12.5% | -31.9% | -38.8% |
| 3M | -40.4% | -5.0% | -35.4% | -37.0% |
| 6M | -53.5% | -3.2% | -50.3% | -50.5% |
| YTD | +57.5% | +31.5% | +26.0% | +42.2% |
| 1Y | +51.2% | +35.7% | +15.5% | +34.4% |
| 3Y | +51.6% | +323.5% | -271.9% | -31.6% |
| 5Y | +23.5% | +263.4% | -239.9% | -41.7% |
| All | +105.7% | +1,620.7% | -1,515.0% | -62.9% |
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