+31.0%
INTU vs TE
-78.2%
+109.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.5% |
| 7D | -3.9% | -22.0% | +18.1% | -3.0% |
| 30D | +12.0% | -33.6% | +45.6% | +13.7% |
| 3M | +2.3% | -61.1% | +63.4% | +6.2% |
| 6M | -12.1% | -64.7% | +52.7% | -10.7% |
| YTD | -47.5% | -68.1% | +20.6% | -47.4% |
| 1Y | -46.9% | -51.7% | +4.8% | -49.1% |
| 3Y | -33.5% | +42.0% | -75.5% | -50.5% |
| 5Y | -41.2% | -80.8% | +39.6% | -44.3% |
| All | +31.0% | -78.2% | +109.2% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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