-40.1%
INTU vs NYT
+56.2%
-96.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | -3.3% | -0.6% | -2.8% | -3.2% |
| 30D | -3.9% | +4.6% | -8.5% | -5.1% |
| 3M | +16.6% | -9.6% | +26.2% | +19.2% |
| 6M | -26.4% | -14.0% | -12.4% | -24.1% |
| YTD | -51.0% | -2.8% | -48.2% | -50.9% |
| 1Y | -50.8% | +15.6% | -66.4% | -53.0% |
| 3Y | -40.1% | +56.3% | -96.4% | -49.8% |
| All | -40.1% | +56.2% | -96.3% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 3y: compounded portfolio wealth divided by compounded NYT 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…
3y analysis · Full analysis span regression · 6 months rolling