-42.8%
INTU vs TDY
+34.3%
-77.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -9.2% | -1.9% | -7.3% | -8.3% |
| 30D | -7.0% | -12.5% | +5.5% | -1.1% |
| 3M | +10.5% | -0.8% | +11.3% | +9.3% |
| 6M | -30.6% | -9.0% | -21.6% | -28.6% |
| YTD | -52.3% | +16.8% | -69.1% | -59.1% |
| 1Y | -51.8% | +9.5% | -61.3% | -57.0% |
| 3Y | -41.8% | +45.4% | -87.2% | -59.2% |
| 5Y | -42.8% | +37.8% | -80.6% | -58.7% |
| All | -42.8% | +34.3% | -77.1% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling