+217.8%
INTU vs TKO
+989.7%
-771.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.5% | +2.7% |
| 7D | -3.3% | +2.3% | -5.7% | -4.0% |
| 30D | -3.9% | -2.5% | -1.5% | -3.4% |
| 3M | +16.6% | -10.6% | +27.2% | +19.6% |
| 6M | -26.4% | -5.1% | -21.4% | -25.8% |
| YTD | -51.0% | -8.2% | -42.8% | -50.4% |
| 1Y | -50.8% | -4.4% | -46.3% | -50.8% |
| 3Y | -40.1% | +100.4% | -140.4% | -51.5% |
| 5Y | -41.2% | +294.3% | -335.5% | -61.3% |
| All | +217.8% | +989.7% | -771.9% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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