-41.7%
INTU vs TSEM
+657.2%
-698.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -4.1% |
| 7D | -7.5% | +10.4% | -18.0% | -7.9% |
| 30D | -1.9% | -12.9% | +11.0% | -1.5% |
| 3M | +4.9% | -9.2% | +14.0% | +4.1% |
| 6M | -33.2% | +98.8% | -132.0% | -42.8% |
| YTD | -51.4% | +87.2% | -138.6% | -58.5% |
| 1Y | -52.0% | +239.0% | -291.0% | -64.2% |
| 3Y | -40.7% | +679.5% | -720.2% | -65.2% |
| 5Y | -41.7% | +667.3% | -709.0% | -65.6% |
| All | -41.7% | +657.2% | -698.9% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling