+356.8%
INTC vs TSM
+14,481.5%
-14,124.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.2% |
| 7D | +17.1% | +14.8% | +2.3% | +9.7% |
| 30D | -40.5% | -8.9% | -31.6% | -36.7% |
| 3M | -39.4% | -5.3% | -34.1% | -36.4% |
| 6M | -49.3% | +2.6% | -51.8% | -48.0% |
| YTD | +65.9% | +34.5% | +31.4% | +49.9% |
| 1Y | +61.5% | +41.0% | +20.5% | +43.0% |
| 3Y | +59.6% | +333.1% | -273.5% | -19.7% |
| 5Y | +31.2% | +270.1% | -238.9% | -30.9% |
| 10Y | +116.6% | +1,608.7% | -1,492.1% | -45.3% |
| All | +356.8% | +14,481.5% | -14,124.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling