+65.0%
INTC vs TSM
+43.0%
+22.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.3% | +3.3% | +2.6% |
| 7D | +7.3% | +4.4% | +2.8% | +1.9% |
| 30D | -38.3% | -7.0% | -31.4% | -31.3% |
| 3M | -36.0% | -1.8% | -34.2% | -32.3% |
| 6M | -51.7% | +2.7% | -54.4% | -49.4% |
| YTD | +69.4% | +37.1% | +32.3% | +40.1% |
| 1Y | +65.0% | +43.5% | +21.5% | +30.3% |
| All | +65.0% | +43.0% | +22.0% | +30.3% |
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