+1,379.0%
INTU vs TCOM
+2,694.8%
-1,315.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.2% |
| 7D | -7.1% | -9.5% | +2.4% | -5.6% |
| 30D | +1.5% | -10.7% | +12.2% | +3.3% |
| 3M | +10.7% | -14.6% | +25.3% | +13.3% |
| 6M | -23.8% | -19.3% | -4.5% | -21.3% |
| YTD | -49.3% | -42.9% | -6.4% | -44.7% |
| 1Y | -49.7% | -43.8% | -5.9% | -45.0% |
| 3Y | -38.0% | +2.1% | -40.1% | -40.3% |
| 5Y | -38.7% | +31.2% | -70.0% | -45.8% |
| 10Y | +221.3% | -13.9% | +235.3% | +189.4% |
| All | +1,379.0% | +2,694.8% | -1,315.7% | +709.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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