-41.5%
INTU vs TSLQ
-95.6%
+54.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | -8.5% | -8.0% | -0.5% | -8.9% |
| 30D | -6.1% | -23.8% | +17.7% | -7.6% |
| 3M | +7.3% | -7.0% | +14.3% | +8.0% |
| 6M | -33.2% | -17.1% | -16.1% | -33.1% |
| YTD | -52.2% | +0.1% | -52.2% | -51.1% |
| 1Y | -52.7% | -51.2% | -1.5% | -53.9% |
| All | -41.5% | -95.6% | +54.2% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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