-15.1%
INTU vs TSLQ
-97.2%
+82.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -0.1% |
| 7D | -9.2% | +5.7% | -14.8% | -8.6% |
| 30D | -7.0% | -21.1% | +14.1% | -8.6% |
| 3M | +10.5% | -11.5% | +22.0% | +10.7% |
| 6M | -30.6% | -14.9% | -15.7% | -30.2% |
| YTD | -52.3% | +2.4% | -54.8% | -50.8% |
| 1Y | -51.8% | -49.8% | -2.0% | -53.3% |
| 3Y | -41.8% | -95.8% | +54.0% | -51.0% |
| All | -15.1% | -97.2% | +82.1% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling