-18.2%
INTU vs TLN
+710.8%
-729.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.5% |
| 7D | +0.1% | +11.0% | -11.0% | 0.0% |
| 30D | +10.1% | +4.9% | +5.2% | +10.0% |
| 3M | -4.2% | +4.9% | -9.1% | -4.3% |
| 6M | -7.2% | +7.1% | -14.4% | -8.0% |
| YTD | -47.7% | +0.3% | -48.0% | -48.2% |
| 1Y | -46.7% | +5.9% | -52.6% | -47.7% |
| 3Y | -34.1% | +578.5% | -612.5% | -48.8% |
| All | -18.2% | +710.8% | -729.0% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling