+263.9%
INTU vs TRU
+243.6%
+20.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +0.1% | 0.0% | 0.0% | 0.0% |
| 30D | +10.1% | +21.3% | -11.2% | -0.2% |
| 3M | -4.2% | +0.2% | -4.4% | -4.6% |
| 6M | -7.2% | +22.4% | -29.6% | -16.8% |
| YTD | -47.7% | -4.8% | -42.9% | -47.2% |
| 1Y | -46.7% | -0.2% | -46.5% | -47.5% |
| 3Y | -34.1% | +57.9% | -92.0% | -52.7% |
| 5Y | -43.3% | -26.1% | -17.1% | -40.5% |
| 10Y | +232.6% | +184.8% | +47.8% | +102.7% |
| All | +263.9% | +243.6% | +20.3% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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