-29.9%
INTU vs TPR
+407.4%
-437.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.7% | -3.7% |
| 7D | +0.1% | +14.2% | -14.1% | -1.1% |
| 30D | +15.4% | +17.1% | -1.7% | +13.8% |
| 3M | +6.6% | -17.7% | +24.3% | +7.7% |
| 6M | -11.3% | -10.2% | -1.1% | -11.3% |
| YTD | -47.7% | +4.9% | -52.6% | -49.5% |
| 1Y | -47.0% | +36.1% | -83.1% | -51.4% |
| 3Y | -29.9% | +416.5% | -446.4% | -49.2% |
| All | -29.9% | +407.4% | -437.3% | -49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling