-41.7%
INTU vs TXG
-65.4%
+23.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.7% | -8.8% | -5.0% |
| 7D | -7.5% | +9.4% | -16.9% | -9.1% |
| 30D | -1.9% | +26.1% | -28.0% | -6.3% |
| 3M | +4.9% | +124.8% | -120.0% | -11.4% |
| 6M | -33.2% | +215.2% | -248.5% | -48.2% |
| YTD | -51.4% | +302.2% | -353.6% | -64.5% |
| 1Y | -52.0% | +370.9% | -422.9% | -66.8% |
| 3Y | -40.7% | +38.5% | -79.2% | -48.6% |
| 5Y | -41.7% | -64.4% | +22.6% | -40.6% |
| All | -41.7% | -65.4% | +23.7% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling