+26.2%
INTU vs TW
+211.2%
-185.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -8.5% | -0.5% | -7.9% | -8.2% |
| 30D | -6.1% | -0.6% | -5.5% | -5.9% |
| 3M | +7.3% | +3.4% | +3.9% | +5.3% |
| 6M | -33.2% | -18.4% | -14.8% | -27.1% |
| YTD | -52.2% | -3.9% | -48.3% | -51.8% |
| 1Y | -52.7% | -13.3% | -39.3% | -50.1% |
| 3Y | -41.6% | +20.8% | -62.5% | -49.4% |
| 5Y | -42.6% | +20.3% | -62.9% | -51.4% |
| All | +26.2% | +211.2% | -185.1% | -21.8% |
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