+209.1%
INTU vs TNA
+84.1%
+125.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.7% | +0.4% |
| 7D | -9.2% | -7.6% | -1.6% | -7.3% |
| 30D | -7.0% | -13.6% | +6.6% | -3.6% |
| 3M | +10.5% | +2.8% | +7.7% | +8.5% |
| 6M | -30.6% | +34.5% | -65.1% | -38.2% |
| YTD | -52.3% | +41.0% | -93.4% | -58.6% |
| 1Y | -51.8% | +52.0% | -103.8% | -59.6% |
| 3Y | -41.8% | +103.5% | -145.3% | -60.1% |
| 5Y | -42.8% | -22.5% | -20.3% | -52.6% |
| All | +209.1% | +84.1% | +125.0% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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