+3,112.5%
INTU vs TKO
+1,366.4%
+1,746.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.0% |
| 7D | -7.1% | +0.7% | -7.8% | -7.2% |
| 30D | +1.5% | +1.6% | -0.2% | +1.1% |
| 3M | +10.7% | -7.8% | +18.4% | +12.2% |
| 6M | -23.8% | -13.3% | -10.5% | -22.0% |
| YTD | -49.3% | -10.3% | -39.0% | -48.5% |
| 1Y | -49.7% | -0.6% | -49.0% | -50.0% |
| 3Y | -38.0% | +88.5% | -126.5% | -46.3% |
| 5Y | -38.7% | +284.7% | -323.5% | -54.0% |
| 10Y | +221.3% | +905.7% | -684.4% | +97.1% |
| All | +3,112.5% | +1,366.4% | +1,746.2% | +1,191.5% |
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