+236.7%
INTU vs TSEM
+805.6%
-568.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.4% | +1.3% |
| 7D | +0.1% | +7.0% | -6.9% | -0.9% |
| 30D | +10.1% | -29.8% | +39.8% | +14.1% |
| 3M | -4.2% | -41.9% | +37.7% | +1.2% |
| 6M | -7.2% | -45.8% | +38.5% | -4.3% |
| YTD | -47.7% | +25.1% | -72.8% | -57.6% |
| 1Y | -46.7% | +48.2% | -94.9% | -59.0% |
| 3Y | -34.1% | +476.5% | -510.6% | -67.9% |
| 5Y | -43.3% | +301.4% | -344.7% | -69.8% |
| All | +236.7% | +805.6% | -568.9% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling