+209.1%
INTU vs TRV
+298.6%
-89.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -9.2% | -1.5% | -7.7% | -8.6% |
| 30D | -7.0% | -1.8% | -5.2% | -6.4% |
| 3M | +10.5% | +21.6% | -11.0% | +2.5% |
| 6M | -30.6% | +22.5% | -53.0% | -36.0% |
| YTD | -52.3% | +28.1% | -80.5% | -56.9% |
| 1Y | -51.8% | +37.0% | -88.8% | -57.7% |
| 3Y | -41.8% | +141.9% | -183.7% | -60.7% |
| 5Y | -42.8% | +158.5% | -201.3% | -63.3% |
| All | +209.1% | +298.6% | -89.6% | +62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling