-45.4%
INTU vs BTSG
+493.4%
-538.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +0.1% | +6.0% | -6.0% | -0.7% |
| 30D | +10.1% | +12.4% | -2.3% | +8.3% |
| 3M | -4.2% | +18.2% | -22.4% | -6.5% |
| 6M | -7.2% | +26.0% | -33.3% | -11.6% |
| YTD | -47.7% | +90.1% | -137.8% | -53.9% |
| 1Y | -46.7% | +124.3% | -171.0% | -54.4% |
| All | -45.4% | +493.4% | -538.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling