+111.7%
INTC vs TSM
+287.3%
-175.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +2.4% | +6.7% | +7.7% |
| 7D | +17.4% | +6.0% | +11.4% | +13.7% |
| 30D | +2.8% | +4.5% | -1.7% | +0.5% |
| 3M | -5.3% | +3.1% | -8.4% | -5.2% |
| 6M | +140.6% | +30.2% | +110.4% | +114.5% |
| YTD | +183.1% | +45.2% | +137.9% | +138.7% |
| 1Y | +326.8% | +79.6% | +247.2% | +224.9% |
| 3Y | +179.4% | +411.0% | -231.5% | +17.7% |
| 5Y | +111.7% | +290.7% | -179.0% | -4.4% |
| All | +111.7% | +287.3% | -175.6% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling