+34.6%
INTU vs TXG
+7.8%
+26.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.7% |
| 7D | +0.1% | -1.8% | +1.9% | +0.2% |
| 30D | +10.1% | -20.4% | +30.5% | +13.0% |
| 3M | -4.2% | +0.1% | -4.3% | -7.1% |
| 6M | -7.2% | +176.2% | -183.4% | -28.0% |
| YTD | -47.7% | +256.8% | -304.5% | -62.3% |
| 1Y | -46.7% | +255.9% | -302.6% | -61.8% |
| 3Y | -34.1% | +60.2% | -94.3% | -48.1% |
| 5Y | -43.3% | -65.1% | +21.8% | -42.3% |
| All | +34.6% | +7.8% | +26.8% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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