+210.2%
INTU vs TECK
+405.7%
-195.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.2% |
| 7D | -8.5% | +4.9% | -13.3% | -9.1% |
| 30D | -6.1% | +5.2% | -11.3% | -7.0% |
| 3M | +7.3% | +13.8% | -6.5% | +4.6% |
| 6M | -33.2% | +38.5% | -71.7% | -37.7% |
| YTD | -52.2% | +47.3% | -99.5% | -56.3% |
| 1Y | -52.7% | +81.0% | -133.7% | -58.6% |
| 3Y | -41.6% | +79.9% | -121.5% | -50.2% |
| 5Y | -42.6% | +207.9% | -250.5% | -56.9% |
| All | +210.2% | +405.7% | -195.5% | +91.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling