-46.7%
INTU vs TSEM
+40.2%
-86.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.4% | -0.9% |
| 7D | +0.1% | +7.0% | -6.9% | +1.6% |
| 30D | +10.1% | -29.8% | +39.8% | +4.2% |
| 3M | -4.2% | -41.9% | +37.7% | -11.4% |
| 6M | -7.2% | -45.8% | +38.5% | -12.5% |
| YTD | -47.7% | +25.1% | -72.8% | -48.9% |
| 1Y | -46.7% | +48.2% | -94.9% | -48.4% |
| All | -46.7% | +40.2% | -86.9% | -48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling