+33.7%
INTU vs TW
+221.1%
-187.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.7% |
| 7D | -7.1% | -2.3% | -4.8% | -6.1% |
| 30D | +1.5% | +3.9% | -2.5% | -0.4% |
| 3M | +10.7% | +5.7% | +5.0% | +7.3% |
| 6M | -23.8% | -14.5% | -9.3% | -18.7% |
| YTD | -49.3% | -0.9% | -48.4% | -49.6% |
| 1Y | -49.7% | -13.5% | -36.2% | -46.9% |
| 3Y | -38.0% | +25.0% | -63.0% | -47.1% |
| 5Y | -38.7% | +22.7% | -61.4% | -48.6% |
| All | +33.7% | +221.1% | -187.4% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling