-41.7%
INTU vs TW
+22.4%
-64.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -2.7% |
| 7D | -7.5% | -3.5% | -4.1% | -6.0% |
| 30D | -1.9% | +0.5% | -2.4% | -2.2% |
| 3M | +4.9% | +4.9% | -0.1% | +2.0% |
| 6M | -33.2% | -17.1% | -16.1% | -27.2% |
| YTD | -51.4% | -3.9% | -47.5% | -50.9% |
| 1Y | -52.0% | -13.3% | -38.7% | -49.1% |
| 3Y | -40.7% | +20.9% | -61.6% | -51.4% |
| 5Y | -41.7% | +20.5% | -62.2% | -51.4% |
| All | -41.7% | +22.4% | -64.2% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling