+243.1%
INTU vs TMF
-84.4%
+327.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.8% |
| 7D | +0.1% | +1.2% | -1.1% | +0.2% |
| 30D | +15.4% | +19.7% | -4.3% | +16.1% |
| 3M | +6.6% | -2.1% | +8.7% | +6.4% |
| 6M | -11.3% | -13.4% | +2.1% | -11.8% |
| YTD | -47.7% | -16.7% | -31.0% | -48.1% |
| 1Y | -47.0% | -23.3% | -23.7% | -47.5% |
| 3Y | -29.9% | -24.8% | -5.1% | -30.2% |
| 5Y | -42.2% | -88.0% | +45.8% | -52.1% |
| All | +243.1% | -84.4% | +327.5% | +209.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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