+211.1%
INTU vs TXT
+98.4%
+112.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.4% |
| 7D | -7.5% | -0.2% | -7.3% | -7.5% |
| 30D | -1.9% | -11.1% | +9.1% | +2.1% |
| 3M | +4.9% | -13.0% | +17.8% | +9.5% |
| 6M | -33.2% | -16.2% | -17.0% | -29.9% |
| YTD | -51.4% | -8.7% | -42.7% | -51.1% |
| 1Y | -52.0% | -3.8% | -48.2% | -52.8% |
| 3Y | -40.7% | +5.5% | -46.2% | -44.9% |
| 5Y | -41.7% | +12.3% | -54.0% | -47.3% |
| 10Y | +211.1% | +97.4% | +113.7% | +119.6% |
| All | +211.1% | +98.4% | +112.7% | +119.6% |
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