-24.0%
INTU vs TLN
+602.5%
-626.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -4.2% |
| 7D | -7.5% | +10.9% | -18.4% | -7.9% |
| 30D | -1.9% | -6.3% | +4.4% | -1.8% |
| 3M | +4.9% | -10.7% | +15.5% | +4.9% |
| 6M | -33.2% | +1.6% | -34.8% | -34.4% |
| YTD | -51.4% | -13.1% | -38.3% | -51.7% |
| 1Y | -52.0% | -15.1% | -36.9% | -52.3% |
| 3Y | -40.7% | +495.0% | -535.7% | -53.9% |
| All | -24.0% | +602.5% | -626.5% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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