+2.8%
TLT vs INTU
-33.2%
+36.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.4% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +1.0% | +10.1% | -9.0% | +0.9% |
| 3M | -2.7% | -4.2% | +1.5% | -2.8% |
| 6M | -4.1% | -7.2% | +3.1% | -4.2% |
| YTD | -5.4% | -47.7% | +42.3% | -4.2% |
| 1Y | -7.0% | -46.7% | +39.7% | -5.9% |
| 3Y | +2.8% | -34.1% | +36.9% | -2.1% |
| All | +2.8% | -33.2% | +36.1% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling