+235.2%
INTU vs TXT
+90.9%
+144.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | 0.0% |
| 7D | -4.1% | -1.1% | -3.1% | -3.8% |
| 30D | +12.8% | +13.3% | -0.4% | +7.6% |
| 3M | +2.1% | -5.1% | +7.2% | +3.6% |
| 6M | -11.5% | -7.1% | -4.3% | -10.3% |
| YTD | -47.9% | -3.2% | -44.7% | -48.8% |
| 1Y | -47.7% | +2.3% | -50.0% | -49.7% |
| 3Y | -34.0% | +11.1% | -45.0% | -39.9% |
| 5Y | -43.5% | +10.0% | -53.6% | -48.8% |
| All | +235.2% | +90.9% | +144.3% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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