-41.6%
INTU vs TTMI
+405.8%
-447.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +0.8% |
| 7D | -1.2% | -11.5% | +10.3% | -0.9% |
| 30D | +12.4% | -40.3% | +52.8% | +14.6% |
| 3M | +2.3% | -44.5% | +46.7% | +4.3% |
| 6M | -13.3% | -54.1% | +40.8% | -11.7% |
| YTD | -47.9% | +4.7% | -52.6% | -56.8% |
| 1Y | -47.2% | +3.3% | -50.5% | -56.5% |
| 3Y | -33.9% | +407.2% | -441.1% | -69.0% |
| All | -41.6% | +405.8% | -447.4% | -75.7% |
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