+35.7%
TSM vs INTU
-46.8%
+82.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +2.2% |
| 7D | -2.1% | -1.2% | -0.8% | -2.2% |
| 30D | -12.5% | +12.4% | -25.0% | -10.4% |
| 3M | -5.0% | +2.3% | -7.3% | -3.9% |
| 6M | -3.2% | -13.3% | +10.1% | -2.0% |
| YTD | +31.5% | -47.9% | +79.4% | +31.1% |
| 1Y | +35.7% | -47.2% | +82.9% | +35.8% |
| All | +35.7% | -46.8% | +82.5% | +35.8% |
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