-45.2%
INTU vs TRV
+54.4%
-99.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +2.3% |
| 7D | +8.7% | +3.9% | +4.8% | +7.4% |
| 30D | +25.9% | +13.5% | +12.4% | +21.8% |
| 3M | +10.7% | +8.9% | +1.8% | +8.0% |
| 6M | -11.6% | +36.8% | -48.3% | -13.6% |
| YTD | -45.4% | +42.7% | -88.1% | -48.0% |
| 1Y | -45.2% | +49.9% | -95.1% | -47.7% |
| All | -45.2% | +54.4% | -99.7% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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