+1,413.5%
INTU vs TPR
+8,117.6%
-6,704.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.6% | -2.5% |
| 7D | +7.1% | +13.9% | -6.7% | +3.3% |
| 30D | +23.0% | +14.9% | +8.1% | +18.2% |
| 3M | +8.7% | -15.4% | +24.1% | +12.6% |
| 6M | -10.1% | -4.5% | -5.6% | -11.1% |
| YTD | -45.7% | +6.0% | -51.7% | -48.4% |
| 1Y | -45.1% | +24.3% | -69.4% | -50.4% |
| 3Y | -26.9% | +412.8% | -439.7% | -58.0% |
| 5Y | -40.0% | +258.4% | -298.4% | -62.5% |
| 10Y | +265.4% | +396.8% | -131.4% | +80.0% |
| All | +1,413.5% | +8,117.6% | -6,704.1% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling