+237.9%
INTU vs TPR
+386.9%
-149.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.2% | +12.1% | -13.3% | -4.1% |
| 30D | +12.4% | +16.7% | -4.2% | +8.0% |
| 3M | +2.3% | -17.4% | +19.7% | +6.3% |
| 6M | -13.3% | +2.3% | -15.6% | -15.3% |
| YTD | -47.9% | +7.1% | -55.0% | -50.6% |
| 1Y | -47.2% | +29.5% | -76.6% | -52.6% |
| 3Y | -33.9% | +415.0% | -448.9% | -62.2% |
| 5Y | -41.3% | +261.5% | -302.8% | -63.7% |
| 10Y | +237.9% | +383.3% | -145.4% | +69.0% |
| All | +237.9% | +386.9% | -149.0% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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