+236.4%
TSM vs INTU
-42.6%
+279.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.8% | +10.1% | +7.2% |
| 7D | -7.6% | +0.1% | -7.7% | -7.7% |
| 30D | -20.5% | +15.4% | -35.9% | -23.8% |
| 3M | -10.0% | +6.6% | -16.6% | -12.7% |
| 6M | -10.1% | -11.3% | +1.3% | -9.6% |
| YTD | +24.5% | -47.7% | +72.2% | +52.5% |
| 1Y | +31.2% | -47.0% | +78.2% | +59.3% |
| 3Y | +322.0% | -29.9% | +351.9% | +336.7% |
| All | +236.4% | -42.6% | +279.0% | +247.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling