-29.9%
INTU vs TXT
+7.8%
-37.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -3.4% |
| 7D | +0.1% | -2.5% | +2.6% | +0.5% |
| 30D | +15.4% | +14.4% | +1.0% | +12.9% |
| 3M | +6.6% | -4.9% | +11.5% | +7.2% |
| 6M | -11.3% | -10.2% | -1.1% | -10.2% |
| YTD | -47.7% | -4.1% | -43.6% | -48.8% |
| 1Y | -47.0% | +4.0% | -51.0% | -49.7% |
| 3Y | -29.9% | +8.0% | -37.9% | -35.9% |
| All | -29.9% | +7.8% | -37.8% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling