-52.7%
INTU vs TSEM
+233.1%
-285.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.8% |
| 7D | -8.5% | +4.7% | -13.2% | -7.7% |
| 30D | -6.1% | -14.2% | +8.1% | -8.0% |
| 3M | +7.3% | -5.0% | +12.4% | +8.4% |
| 6M | -33.2% | +87.6% | -120.8% | -32.3% |
| YTD | -52.2% | +84.4% | -136.6% | -51.6% |
| 1Y | -52.7% | +235.4% | -288.1% | -52.6% |
| All | -52.7% | +233.1% | -285.8% | -52.6% |
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