+36.0%
TSM vs INTU
-46.5%
+82.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -1.6% |
| 7D | -10.0% | +8.7% | -18.6% | -8.4% |
| 30D | -18.5% | +25.9% | -44.4% | -14.9% |
| 3M | -4.9% | +10.7% | -15.6% | -2.4% |
| 6M | -1.0% | -11.6% | +10.6% | +1.1% |
| YTD | +31.3% | -45.4% | +76.7% | +32.9% |
| 1Y | +36.0% | -45.2% | +81.2% | +37.9% |
| All | +36.0% | -46.5% | +82.5% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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