+334.7%
INTC vs TSM
+78.3%
+256.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.5% |
| 7D | +18.0% | +4.8% | +13.2% | +13.1% |
| 30D | +8.9% | +4.0% | +4.9% | +5.4% |
| 3M | -1.6% | +2.0% | -3.5% | -1.2% |
| 6M | +133.1% | +25.5% | +107.6% | +101.5% |
| YTD | +187.9% | +44.0% | +143.9% | +127.6% |
| 1Y | +334.7% | +75.4% | +259.3% | +233.0% |
| All | +334.7% | +78.3% | +256.4% | +233.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling