-60.3%
TSLL vs INTU
-20.2%
-40.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.5% | -21.4% | -21.5% |
| 7D | -28.9% | +7.1% | -36.0% | -32.3% |
| 30D | -21.4% | +23.0% | -44.4% | -33.3% |
| 3M | +5.0% | +8.7% | -3.7% | -3.4% |
| 6M | -36.6% | -10.1% | -26.5% | -37.6% |
| YTD | -56.6% | -45.7% | -11.0% | -29.6% |
| 1Y | -60.9% | -45.1% | -15.8% | -37.6% |
| 3Y | -25.2% | -26.9% | +1.7% | -10.9% |
| All | -60.3% | -20.2% | -40.1% | -56.6% |
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