-47.1%
INTU vs BTSG
+406.1%
-453.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.2% | -3.2% |
| 7D | -7.1% | +2.7% | -9.8% | -7.4% |
| 30D | +1.5% | -3.6% | +5.1% | +1.8% |
| 3M | +10.7% | +5.8% | +4.9% | +8.3% |
| 6M | -23.8% | +44.7% | -68.6% | -29.8% |
| YTD | -49.3% | +62.2% | -111.5% | -54.3% |
| 1Y | -49.7% | +152.1% | -201.8% | -58.1% |
| All | -47.1% | +406.1% | -453.1% | -62.0% |
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