-56.8%
TSLL vs INTU
-23.2%
-33.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.8% | +12.4% | +11.2% |
| 7D | -21.2% | +0.1% | -21.3% | -21.6% |
| 30D | -13.3% | +15.4% | -28.7% | -23.2% |
| 3M | +15.4% | +6.6% | +8.8% | +7.1% |
| 6M | -34.2% | -11.3% | -22.9% | -35.2% |
| YTD | -52.9% | -47.7% | -5.2% | -21.7% |
| 1Y | -54.3% | -47.0% | -7.3% | -25.7% |
| 3Y | -18.4% | -29.9% | +11.6% | 0.0% |
| All | -56.8% | -23.2% | -33.7% | -51.8% |
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