-41.7%
INTU vs TMO
+18.2%
-59.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -9.2% | -2.5% | -6.7% | -8.4% |
| 30D | -7.0% | -0.3% | -6.7% | -7.0% |
| 3M | +10.5% | +25.3% | -14.7% | +2.4% |
| 6M | -30.6% | +20.9% | -51.4% | -35.0% |
| YTD | -52.3% | +4.3% | -56.6% | -53.3% |
| 1Y | -51.8% | +27.0% | -78.8% | -55.7% |
| All | -41.7% | +18.2% | -59.9% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling