+6,860.1%
INTU vs TSEM
-20.5%
+6,880.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.6% | -7.0% | -0.2% |
| 7D | -3.9% | +6.8% | -10.7% | -4.9% |
| 30D | +12.0% | -26.6% | +38.6% | +15.0% |
| 3M | +2.3% | -36.3% | +38.7% | +6.0% |
| 6M | -12.1% | -30.6% | +18.5% | -12.6% |
| YTD | -47.5% | +35.3% | -82.8% | -53.0% |
| 1Y | -46.9% | +59.2% | -106.1% | -53.6% |
| 3Y | -33.5% | +547.7% | -581.1% | -52.9% |
| 5Y | -41.2% | +337.5% | -378.8% | -56.6% |
| 10Y | +233.5% | +887.4% | -653.9% | +117.6% |
| All | +6,860.1% | -20.5% | +6,880.5% | +4,636.5% |
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