-42.6%
INTU vs TTMI
+806.9%
-849.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.4% | -1.3% |
| 7D | -8.5% | +7.5% | -15.9% | -9.0% |
| 30D | -6.1% | -4.5% | -1.6% | -6.1% |
| 3M | +7.3% | -28.5% | +35.9% | +9.7% |
| 6M | -33.2% | +28.4% | -61.6% | -39.5% |
| YTD | -52.2% | +80.1% | -132.2% | -61.0% |
| 1Y | -52.7% | +161.0% | -213.7% | -65.9% |
| 3Y | -41.6% | +862.4% | -904.0% | -74.1% |
| 5Y | -42.6% | +812.9% | -855.6% | -75.0% |
| All | -42.6% | +806.9% | -849.6% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling