-42.8%
INTU vs TKO
+303.5%
-346.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -9.2% | +0.1% | -9.3% | -9.2% |
| 30D | -7.0% | -2.6% | -4.4% | -6.5% |
| 3M | +10.5% | -7.8% | +18.3% | +12.4% |
| 6M | -30.6% | -7.0% | -23.6% | -29.7% |
| YTD | -52.3% | -8.5% | -43.8% | -51.7% |
| 1Y | -51.8% | -1.3% | -50.5% | -52.2% |
| 3Y | -41.8% | +105.0% | -146.8% | -52.7% |
| 5Y | -42.8% | +292.9% | -335.7% | -68.0% |
| All | -42.8% | +303.5% | -346.3% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling