-45.2%
INTU vs TMO
+26.9%
-72.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.3% | +3.1% |
| 7D | +8.7% | +0.3% | +8.4% | +8.5% |
| 30D | +25.9% | +4.3% | +21.5% | +23.9% |
| 3M | +10.7% | +25.1% | -14.4% | +1.7% |
| 6M | -11.6% | +52.9% | -64.5% | -25.0% |
| YTD | -45.4% | +22.2% | -67.6% | -49.4% |
| 1Y | -45.2% | +25.4% | -70.6% | -50.1% |
| All | -45.2% | +26.9% | -72.1% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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