+13,685.3%
INTU vs TMO
+4,371.5%
+9,313.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.4% | -3.3% |
| 7D | -7.5% | +0.4% | -8.0% | -7.7% |
| 30D | -1.9% | +1.5% | -3.5% | -2.6% |
| 3M | +4.9% | +28.5% | -23.7% | -7.3% |
| 6M | -33.2% | +20.4% | -53.6% | -39.3% |
| YTD | -51.4% | +4.3% | -55.7% | -52.9% |
| 1Y | -52.0% | +24.1% | -76.1% | -57.4% |
| 3Y | -40.7% | +17.5% | -58.2% | -47.3% |
| 5Y | -41.7% | +6.8% | -48.5% | -45.4% |
| 10Y | +211.1% | +311.9% | -100.8% | +58.7% |
| All | +13,685.3% | +4,371.5% | +9,313.7% | +2,200.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling