-33.9%
INTU vs TMF
-30.8%
-3.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.5% | +0.9% |
| 7D | -1.2% | -1.1% | -0.2% | -1.2% |
| 30D | +12.4% | +11.8% | +0.6% | +11.9% |
| 3M | +2.3% | -4.0% | +6.3% | +2.3% |
| 6M | -13.3% | -16.5% | +3.2% | -13.0% |
| YTD | -47.9% | -19.9% | -28.0% | -47.6% |
| 1Y | -47.2% | -25.6% | -21.6% | -46.7% |
| 3Y | -33.9% | -29.9% | -4.0% | -36.1% |
| All | -33.9% | -30.8% | -3.1% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling