+235.3%
INTU vs TXT
+115.3%
+119.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.8% |
| 7D | -3.9% | -3.5% | -0.4% | -2.7% |
| 30D | +11.7% | +15.2% | -3.5% | +5.9% |
| 3M | +4.5% | -4.5% | +8.9% | +5.7% |
| 6M | -13.9% | -6.1% | -7.8% | -13.1% |
| YTD | -48.2% | -2.0% | -46.3% | -49.3% |
| 1Y | -47.1% | +4.2% | -51.4% | -49.6% |
| 3Y | -32.5% | +14.4% | -46.9% | -39.2% |
| 5Y | -42.6% | +12.3% | -54.9% | -48.3% |
| 10Y | +235.3% | +101.8% | +133.5% | +147.9% |
| All | +235.3% | +115.3% | +119.9% | +147.9% |
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