-42.6%
INTU vs TRV
+154.4%
-197.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -8.5% | +0.2% | -8.6% | -8.5% |
| 30D | -6.1% | -2.3% | -3.8% | -5.6% |
| 3M | +7.3% | +22.7% | -15.4% | +2.5% |
| 6M | -33.2% | +21.9% | -55.2% | -36.3% |
| YTD | -52.2% | +27.5% | -79.6% | -54.9% |
| 1Y | -52.7% | +36.2% | -88.9% | -56.2% |
| 3Y | -41.6% | +140.6% | -182.2% | -53.9% |
| 5Y | -42.6% | +154.5% | -197.2% | -55.0% |
| All | -42.6% | +154.4% | -197.1% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling