+217.8%
INTU vs TDY
+479.2%
-261.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.2% |
| 7D | -3.3% | -1.1% | -2.2% | -2.8% |
| 30D | -3.9% | -12.0% | +8.1% | +2.0% |
| 3M | +16.6% | -3.2% | +19.8% | +17.3% |
| 6M | -26.4% | -7.9% | -18.6% | -24.8% |
| YTD | -51.0% | +18.2% | -69.2% | -56.9% |
| 1Y | -50.8% | +6.7% | -57.4% | -54.3% |
| 3Y | -40.1% | +47.5% | -87.6% | -54.4% |
| 5Y | -41.2% | +39.5% | -80.7% | -53.7% |
| All | +217.8% | +479.2% | -261.5% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling