+6,626.8%
INTU vs TSEM
+11.3%
+6,615.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.8% | -11.2% | -4.3% |
| 7D | -7.1% | +6.9% | -14.0% | -7.9% |
| 30D | +1.5% | +5.3% | -3.9% | +0.3% |
| 3M | +10.7% | -14.9% | +25.6% | +10.3% |
| 6M | -23.8% | +80.0% | -103.9% | -32.7% |
| YTD | -49.3% | +89.4% | -138.7% | -55.8% |
| 1Y | -49.7% | +253.1% | -302.7% | -59.9% |
| 3Y | -38.0% | +642.1% | -680.1% | -56.1% |
| 5Y | -38.7% | +659.1% | -697.8% | -57.2% |
| 10Y | +221.3% | +1,291.4% | -1,070.0% | +104.1% |
| All | +6,626.8% | +11.3% | +6,615.5% | +4,361.9% |
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