+252.6%
INTU vs TRU
+238.0%
+14.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.9% | +2.6% | -0.4% |
| 7D | -7.1% | -6.8% | -0.3% | -3.8% |
| 30D | +1.5% | 0.0% | +1.4% | +1.5% |
| 3M | +10.7% | +13.3% | -2.6% | +3.8% |
| 6M | -23.8% | +3.4% | -27.3% | -25.7% |
| YTD | -49.3% | -6.4% | -42.9% | -48.2% |
| 1Y | -49.7% | -9.7% | -40.0% | -48.2% |
| 3Y | -38.0% | +0.1% | -38.2% | -44.1% |
| 5Y | -38.7% | -34.0% | -4.7% | -31.8% |
| 10Y | +221.3% | +147.9% | +73.5% | +106.0% |
| All | +252.6% | +238.0% | +14.6% | +109.5% |
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