+211.1%
INTU vs TFC
+100.2%
+110.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.4% |
| 7D | -7.5% | +2.2% | -9.8% | -8.3% |
| 30D | -1.9% | -2.5% | +0.5% | -1.2% |
| 3M | +4.9% | +4.5% | +0.3% | +2.9% |
| 6M | -33.2% | +11.0% | -44.2% | -36.3% |
| YTD | -51.4% | +5.9% | -57.3% | -53.0% |
| 1Y | -52.0% | +14.6% | -66.6% | -55.0% |
| 3Y | -40.7% | +96.7% | -137.4% | -55.6% |
| 5Y | -41.7% | +15.6% | -57.3% | -47.9% |
| 10Y | +211.1% | +98.6% | +112.5% | +100.6% |
| All | +211.1% | +100.2% | +110.9% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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