+126.1%
TLT vs INTU
+1,666.5%
-1,540.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -2.7% | -4.1% | +1.4% | -3.0% |
| 30D | +2.2% | +12.8% | -10.7% | +3.1% |
| 3M | -1.7% | +2.1% | -3.8% | -1.5% |
| 6M | -4.0% | -11.5% | +7.5% | -4.4% |
| YTD | -4.9% | -47.9% | +43.0% | -8.9% |
| 1Y | -7.4% | -47.7% | +40.3% | -11.2% |
| 3Y | +3.0% | -34.0% | +37.0% | +1.4% |
| 5Y | -35.1% | -43.5% | +8.5% | -36.7% |
| 10Y | -12.7% | +231.1% | -243.8% | +8.5% |
| All | +126.1% | +1,666.5% | -1,540.4% | +254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling