+1,598.5%
TSM vs INTU
+236.7%
+1,361.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +1.8% |
| 7D | -2.1% | -1.2% | -0.8% | -1.8% |
| 30D | -12.5% | +12.4% | -25.0% | -16.8% |
| 3M | -5.0% | +2.3% | -7.3% | -7.6% |
| 6M | -3.2% | -13.3% | +10.1% | -2.6% |
| YTD | +31.5% | -47.9% | +79.4% | +62.6% |
| 1Y | +35.7% | -47.2% | +82.9% | +66.2% |
| 3Y | +323.5% | -33.9% | +357.4% | +350.4% |
| 5Y | +263.4% | -41.3% | +304.7% | +290.5% |
| 10Y | +1,598.5% | +237.9% | +1,360.6% | +759.9% |
| All | +1,598.5% | +236.7% | +1,361.8% | +759.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling