+235.3%
INTU vs TFC
+90.1%
+145.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.6% |
| 7D | -3.9% | +0.3% | -4.3% | -4.0% |
| 30D | +11.7% | +9.2% | +2.6% | +8.4% |
| 3M | +4.5% | -2.9% | +7.4% | +5.5% |
| 6M | -13.9% | +3.5% | -17.4% | -15.4% |
| YTD | -48.2% | +5.4% | -53.7% | -49.9% |
| 1Y | -47.1% | +17.3% | -64.5% | -50.8% |
| 3Y | -32.5% | +96.7% | -129.2% | -49.2% |
| 5Y | -42.6% | -1.1% | -41.5% | -45.7% |
| 10Y | +235.3% | +84.7% | +150.6% | +138.5% |
| All | +235.3% | +90.1% | +145.2% | +138.5% |
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