-18.3%
INTU vs TLN
+630.2%
-648.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +7.1% | -10.8% | -3.8% |
| 7D | +0.1% | -1.3% | +1.4% | +0.1% |
| 30D | +15.4% | -10.5% | +25.9% | +15.6% |
| 3M | +6.6% | +0.1% | +6.5% | +6.3% |
| 6M | -11.3% | -17.4% | +6.1% | -10.7% |
| YTD | -47.7% | -9.7% | -38.1% | -48.2% |
| 1Y | -47.0% | -12.3% | -34.8% | -47.4% |
| 3Y | -29.9% | +528.3% | -558.2% | -46.0% |
| All | -18.3% | +630.2% | -648.5% | -36.3% |
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