+23.1%
INTU vs TXG
+24.6%
-1.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.1% | -2.0% |
| 7D | -8.5% | +9.1% | -17.6% | -10.0% |
| 30D | -6.1% | +14.9% | -21.0% | -8.8% |
| 3M | +7.3% | +120.0% | -112.6% | -9.3% |
| 6M | -33.2% | +221.8% | -255.0% | -48.8% |
| YTD | -52.2% | +312.6% | -364.7% | -65.5% |
| 1Y | -52.7% | +398.4% | -451.1% | -67.8% |
| 3Y | -41.6% | +42.1% | -83.7% | -51.0% |
| 5Y | -42.6% | -63.5% | +20.8% | -40.6% |
| All | +23.1% | +24.6% | -1.5% | -5.8% |
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