+1,374.0%
INTU vs TTMI
+504.4%
+869.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.8% | -12.2% | -4.8% |
| 7D | -7.1% | +5.9% | -12.9% | -8.1% |
| 30D | +1.5% | -4.3% | +5.8% | +1.4% |
| 3M | +10.7% | -32.0% | +42.7% | +14.8% |
| 6M | -23.8% | +19.5% | -43.3% | -30.6% |
| YTD | -49.3% | +82.0% | -131.3% | -58.1% |
| 1Y | -49.7% | +172.6% | -222.3% | -62.0% |
| 3Y | -38.0% | +744.7% | -782.7% | -63.5% |
| 5Y | -38.7% | +805.6% | -844.3% | -64.9% |
| 10Y | +221.3% | +1,057.6% | -836.3% | +68.7% |
| All | +1,374.0% | +504.4% | +869.6% | +477.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling