+3,214.8%
INTU vs TKO
+1,446.8%
+1,768.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.3% |
| 7D | +0.1% | +2.3% | -2.3% | -0.4% |
| 30D | +10.1% | +13.4% | -3.3% | +7.5% |
| 3M | -4.2% | -1.7% | -2.5% | -4.0% |
| 6M | -7.2% | +7.2% | -14.5% | -8.6% |
| YTD | -47.7% | -5.4% | -42.3% | -47.5% |
| 1Y | -46.7% | +8.7% | -55.4% | -47.9% |
| 3Y | -34.1% | +150.4% | -184.5% | -45.7% |
| 5Y | -43.3% | +276.6% | -319.9% | -57.3% |
| 10Y | +232.6% | +1,134.6% | -902.0% | +97.2% |
| All | +3,214.8% | +1,446.8% | +1,768.0% | +1,218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling