+71.7%
TER vs INTU
-43.4%
+115.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +14.4% | +0.1% | +14.3% | +14.3% |
| 30D | -30.6% | +10.1% | -40.6% | -32.5% |
| 3M | -39.2% | -4.2% | -35.0% | -39.4% |
| 6M | -31.3% | -7.2% | -24.0% | -32.7% |
| YTD | +29.1% | -47.7% | +76.8% | +62.1% |
| 1Y | +47.4% | -46.7% | +94.1% | +82.6% |
| 3Y | +191.2% | -34.1% | +225.3% | +204.7% |
| All | +71.7% | -43.4% | +115.1% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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