-9.7%
INTU vs TSLQ
-97.0%
+87.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +12.0% | -15.4% | -2.2% |
| 7D | -7.1% | -5.8% | -1.3% | -7.4% |
| 30D | +1.5% | -22.1% | +23.5% | -0.4% |
| 3M | +10.7% | +10.1% | +0.6% | +13.6% |
| 6M | -23.8% | -6.8% | -17.1% | -22.7% |
| YTD | -49.3% | +8.5% | -57.8% | -47.4% |
| 1Y | -49.7% | -49.7% | +0.1% | -51.3% |
| 3Y | -38.0% | -95.6% | +57.6% | -47.7% |
| All | -9.7% | -97.0% | +87.4% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling