-43.5%
INTU vs TNA
-45.7%
+2.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | +0.5% |
| 7D | -4.1% | +7.7% | -11.8% | -6.2% |
| 30D | +12.8% | -0.7% | +13.5% | +12.2% |
| 3M | +2.1% | -25.4% | +27.5% | +9.0% |
| 6M | -11.5% | -11.8% | +0.4% | -11.4% |
| YTD | -47.9% | +23.9% | -71.9% | -54.0% |
| 1Y | -47.7% | +25.6% | -73.3% | -54.2% |
| 3Y | -34.0% | +137.1% | -171.1% | -60.5% |
| 5Y | -43.5% | -45.4% | +1.9% | -50.0% |
| All | -43.5% | -45.7% | +2.2% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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