+6,815.4%
INTU vs TSEM
-26.1%
+6,841.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.7% | +1.0% |
| 7D | -1.2% | -9.5% | +8.2% | -0.4% |
| 30D | +12.4% | -35.5% | +47.9% | +17.2% |
| 3M | +2.3% | -41.6% | +43.8% | +7.1% |
| 6M | -13.3% | -30.1% | +16.7% | -14.0% |
| YTD | -47.9% | +25.7% | -73.6% | -52.9% |
| 1Y | -47.2% | +50.5% | -97.6% | -53.5% |
| 3Y | -33.9% | +501.7% | -535.6% | -52.8% |
| 5Y | -41.3% | +310.9% | -352.3% | -56.4% |
| 10Y | +237.9% | +849.8% | -611.9% | +121.5% |
| All | +6,815.4% | -26.1% | +6,841.5% | +4,647.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling