-42.8%
INTU vs TMO
+7.0%
-49.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -9.2% | -2.5% | -6.7% | -7.9% |
| 30D | -7.0% | -0.3% | -6.7% | -6.9% |
| 3M | +10.5% | +25.3% | -14.7% | -2.6% |
| 6M | -30.6% | +20.9% | -51.4% | -38.0% |
| YTD | -52.3% | +4.3% | -56.6% | -53.9% |
| 1Y | -51.8% | +27.0% | -78.8% | -58.8% |
| 3Y | -41.8% | +17.5% | -59.3% | -49.9% |
| 5Y | -42.8% | +6.9% | -49.8% | -46.0% |
| All | -42.8% | +7.0% | -49.8% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling