+209.1%
INTU vs TECK
+373.8%
-164.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | +0.6% |
| 7D | -9.2% | -4.2% | -4.9% | -8.6% |
| 30D | -7.0% | -0.4% | -6.7% | -7.1% |
| 3M | +10.5% | +10.1% | +0.4% | +8.2% |
| 6M | -30.6% | +26.0% | -56.6% | -34.3% |
| YTD | -52.3% | +38.0% | -90.4% | -56.1% |
| 1Y | -51.8% | +63.8% | -115.6% | -57.2% |
| 3Y | -41.8% | +68.5% | -110.3% | -49.9% |
| 5Y | -42.8% | +179.2% | -222.0% | -56.4% |
| All | +209.1% | +373.8% | -164.7% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TECK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling