-43.5%
INTU vs TT
+136.9%
-180.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -4.1% | +8.1% | -12.2% | -6.7% |
| 30D | +12.8% | -11.3% | +24.1% | +17.0% |
| 3M | +2.1% | -11.2% | +13.3% | +5.5% |
| 6M | -11.5% | -8.9% | -2.6% | -10.6% |
| YTD | -47.9% | +9.7% | -57.6% | -53.7% |
| 1Y | -47.7% | +1.3% | -48.9% | -51.2% |
| 3Y | -34.0% | +93.4% | -127.3% | -62.5% |
| 5Y | -43.5% | +133.5% | -177.1% | -74.9% |
| All | -43.5% | +136.9% | -180.4% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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