-19.0%
INTU vs TLN
+683.0%
-702.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.2% | -8.2% | -1.0% |
| 7D | -3.9% | +9.1% | -13.0% | -4.0% |
| 30D | +11.7% | -4.1% | +15.8% | +11.9% |
| 3M | +4.5% | +4.4% | 0.0% | +4.3% |
| 6M | -13.9% | -6.0% | -7.9% | -13.8% |
| YTD | -48.2% | -3.1% | -45.1% | -48.7% |
| 1Y | -47.1% | -6.1% | -41.1% | -47.5% |
| 3Y | -32.5% | +575.3% | -607.8% | -48.1% |
| All | -19.0% | +683.0% | -702.1% | -37.0% |
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