-46.7%
INTU vs TPR
+29.2%
-75.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +0.1% | -0.3% | +0.4% | 0.0% |
| 30D | +10.1% | +15.1% | -5.0% | +11.9% |
| 3M | -4.2% | +3.5% | -7.7% | -4.6% |
| 6M | -7.2% | +0.4% | -7.7% | -7.9% |
| YTD | -47.7% | +4.6% | -52.3% | -50.6% |
| 1Y | -46.7% | +33.1% | -79.8% | -53.7% |
| All | -46.7% | +29.2% | -75.9% | -53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling