-16.6%
TLT vs INTU
+247.3%
-263.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.7% | -0.1% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +6.2% | +15.4% | -9.2% | +6.5% |
| 3M | +0.1% | +6.6% | -6.5% | +0.2% |
| 6M | -3.0% | -11.3% | +8.3% | -3.1% |
| YTD | -2.7% | -47.7% | +45.0% | -4.0% |
| 1Y | -4.8% | -47.0% | +42.2% | -6.0% |
| 3Y | +6.9% | -29.9% | +36.8% | +6.8% |
| 5Y | -34.5% | -42.2% | +7.8% | -35.7% |
| All | -16.6% | +247.3% | -263.9% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 10y: compounded portfolio wealth divided by compounded INTU 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…
10y analysis · Full analysis span regression · 6 months rolling