+233.5%
INTU vs TTMI
+467.0%
-233.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.0% | -8.3% | -0.4% |
| 7D | -3.9% | +7.2% | -11.2% | -5.1% |
| 30D | +12.0% | -28.7% | +40.6% | +14.8% |
| 3M | +2.3% | -39.8% | +42.1% | +6.4% |
| 6M | -12.1% | -51.7% | +39.6% | -7.9% |
| YTD | -47.5% | +14.1% | -61.6% | -57.6% |
| 1Y | -46.9% | +16.0% | -62.9% | -57.9% |
| 3Y | -33.5% | +452.7% | -486.1% | -69.4% |
| 5Y | -41.2% | +451.5% | -492.7% | -73.9% |
| 10Y | +233.5% | +443.1% | -209.6% | +37.3% |
| All | +233.5% | +467.0% | -233.5% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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