-7.4%
TLT vs INTU
-47.4%
+40.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -2.7% | -4.1% | +1.4% | -2.6% |
| 30D | +2.2% | +12.8% | -10.7% | +2.1% |
| 3M | -1.7% | +2.1% | -3.8% | -1.8% |
| 6M | -4.0% | -11.5% | +7.5% | -4.1% |
| YTD | -4.9% | -47.9% | +43.0% | -4.9% |
| 1Y | -7.4% | -47.7% | +40.3% | -7.3% |
| All | -7.4% | -47.4% | +40.0% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling