-41.7%
INTU vs TD
+123.5%
-165.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.7% |
| 7D | -7.5% | +0.9% | -8.4% | -7.9% |
| 30D | -1.9% | -0.7% | -1.3% | -1.8% |
| 3M | +4.9% | +6.3% | -1.4% | +0.9% |
| 6M | -33.2% | +27.9% | -61.1% | -42.6% |
| YTD | -51.4% | +29.8% | -81.2% | -58.7% |
| 1Y | -52.0% | +63.7% | -115.6% | -64.6% |
| 3Y | -40.7% | +128.3% | -169.0% | -65.4% |
| 5Y | -41.7% | +125.5% | -167.2% | -63.8% |
| All | -41.7% | +123.5% | -165.2% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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