+1,279.0%
INTU vs TDG
+13,063.4%
-11,784.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.7% | -3.6% |
| 7D | -7.5% | -0.9% | -6.6% | -7.2% |
| 30D | -1.9% | -6.5% | +4.6% | +0.5% |
| 3M | +4.9% | -5.1% | +9.9% | +6.3% |
| 6M | -33.2% | -11.5% | -21.7% | -31.1% |
| YTD | -51.4% | -13.9% | -37.5% | -49.4% |
| 1Y | -52.0% | -11.5% | -40.5% | -50.6% |
| 3Y | -40.7% | +53.7% | -94.3% | -51.4% |
| 5Y | -41.7% | +135.5% | -177.2% | -59.3% |
| 10Y | +211.1% | +535.2% | -324.0% | +39.0% |
| All | +1,279.0% | +13,063.4% | -11,784.4% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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