-20.7%
INTU vs TLN
+583.6%
-604.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.8% | -7.1% | -3.5% |
| 7D | -7.1% | +7.1% | -14.1% | -7.3% |
| 30D | +1.5% | -3.9% | +5.3% | +1.5% |
| 3M | +10.7% | -16.2% | +26.8% | +11.1% |
| 6M | -23.8% | -5.8% | -18.0% | -24.7% |
| YTD | -49.3% | -15.4% | -33.9% | -49.6% |
| 1Y | -49.7% | -16.7% | -33.0% | -50.0% |
| 3Y | -38.0% | +473.8% | -511.8% | -51.7% |
| All | -20.7% | +583.6% | -604.3% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling