-45.2%
INTU vs BTSG
+505.2%
-550.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -3.9% | +4.0% | -8.0% | -4.4% |
| 30D | +12.0% | +15.3% | -3.3% | +9.8% |
| 3M | +2.3% | +25.4% | -23.1% | -0.9% |
| 6M | -12.1% | +31.9% | -44.0% | -16.8% |
| YTD | -47.5% | +93.9% | -141.5% | -53.9% |
| 1Y | -46.9% | +114.2% | -161.1% | -54.2% |
| All | -45.2% | +505.2% | -550.4% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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