+38.3%
INTU vs TW
+294.9%
-256.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -3.9% | +2.8% | -6.8% | -5.2% |
| 30D | +12.0% | +18.1% | -6.1% | +3.8% |
| 3M | +2.3% | +25.2% | -22.9% | -7.7% |
| 6M | -12.1% | +19.1% | -31.2% | -19.1% |
| YTD | -47.5% | +21.9% | -69.5% | -52.6% |
| 1Y | -46.9% | +18.9% | -65.8% | -51.5% |
| 3Y | -33.5% | +41.7% | -75.2% | -46.1% |
| 5Y | -41.2% | +40.4% | -81.7% | -53.8% |
| All | +38.3% | +294.9% | -256.6% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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