-34.4%
INTU vs TLN
+599.9%
-634.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.7% |
| 7D | -4.1% | +22.3% | -26.4% | -4.2% |
| 30D | +12.8% | +1.2% | +11.7% | +13.0% |
| 3M | +2.1% | +5.9% | -3.8% | +2.1% |
| 6M | -11.5% | +3.2% | -14.7% | -11.6% |
| YTD | -47.9% | +3.2% | -51.1% | -48.4% |
| 1Y | -47.7% | +5.2% | -52.9% | -48.4% |
| All | -34.4% | +599.9% | -634.2% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling