-41.2%
INTU vs TXG
-63.5%
+22.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | -3.9% | -8.1% | +4.2% | -2.9% |
| 30D | +12.0% | -17.5% | +29.5% | +14.2% |
| 3M | +2.3% | +6.1% | -3.8% | -1.7% |
| 6M | -12.1% | +202.7% | -214.8% | -32.7% |
| YTD | -47.5% | +280.4% | -328.0% | -62.5% |
| 1Y | -46.9% | +274.0% | -320.9% | -62.1% |
| 3Y | -33.5% | +74.9% | -108.4% | -47.7% |
| 5Y | -41.2% | -63.0% | +21.8% | -37.0% |
| All | -41.2% | -63.5% | +22.3% | -37.0% |
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