+217.8%
INTU vs TMO
+338.2%
-120.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.2% |
| 7D | -3.3% | -0.6% | -2.7% | -2.9% |
| 30D | -3.9% | +1.1% | -5.1% | -4.6% |
| 3M | +16.6% | +28.3% | -11.7% | 0.0% |
| 6M | -26.4% | +23.3% | -49.7% | -35.8% |
| YTD | -51.0% | +5.5% | -56.5% | -53.2% |
| 1Y | -50.8% | +24.5% | -75.3% | -57.9% |
| 3Y | -40.1% | +19.6% | -59.6% | -49.5% |
| 5Y | -41.2% | +8.1% | -49.3% | -47.0% |
| All | +217.8% | +338.2% | -120.5% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling