-10.1%
TSM vs INTU
-11.6%
+1.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.8% | +10.1% | +5.3% |
| 7D | -7.6% | +0.1% | -7.7% | -7.4% |
| 30D | -20.5% | +15.4% | -35.9% | -17.5% |
| 3M | -10.0% | +6.6% | -16.6% | -7.8% |
| 6M | -10.1% | -11.3% | +1.3% | -7.1% |
| All | -10.1% | -11.6% | +1.6% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling