+615.0%
INTC vs TSM
+15,282.4%
-14,667.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.9% | +1.7% | +3.1% |
| 7D | +7.1% | +2.7% | +4.3% | +5.7% |
| 30D | -5.2% | +3.6% | -8.8% | -6.6% |
| 3M | -14.3% | -3.4% | -10.9% | -11.2% |
| 6M | +110.2% | +20.6% | +89.6% | +96.3% |
| YTD | +159.6% | +41.9% | +117.8% | +124.1% |
| 1Y | +289.3% | +84.4% | +204.9% | +197.4% |
| 3Y | +166.1% | +380.2% | -214.2% | +24.6% |
| 5Y | +94.4% | +275.3% | -181.0% | -0.4% |
| 10Y | +227.7% | +1,751.4% | -1,523.7% | -22.1% |
| All | +615.0% | +15,282.4% | -14,667.4% | -44.5% |
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