+1,555.5%
INTU vs TDY
+7,071.3%
-5,515.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.8% |
| 7D | -7.5% | -0.9% | -6.6% | -7.3% |
| 30D | -1.9% | -12.5% | +10.5% | +2.2% |
| 3M | +4.9% | -1.2% | +6.0% | +4.6% |
| 6M | -33.2% | -6.6% | -26.6% | -32.5% |
| YTD | -51.4% | +18.5% | -69.9% | -55.0% |
| 1Y | -52.0% | +10.8% | -62.7% | -54.6% |
| 3Y | -40.7% | +47.5% | -88.2% | -49.3% |
| 5Y | -41.7% | +35.8% | -77.5% | -48.4% |
| 10Y | +211.1% | +459.0% | -247.8% | +77.5% |
| All | +1,555.5% | +7,071.3% | -5,515.8% | +245.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling