-38.5%
INTU vs TXT
+4.5%
-43.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -7.1% | -4.8% | -2.3% | -6.3% |
| 30D | +1.5% | -10.6% | +12.1% | +3.3% |
| 3M | +10.7% | -13.2% | +23.8% | +12.9% |
| 6M | -23.8% | -20.3% | -3.5% | -20.7% |
| YTD | -49.3% | -9.3% | -40.1% | -49.8% |
| 1Y | -49.7% | -2.7% | -47.0% | -51.6% |
| All | -38.5% | +4.5% | -43.0% | -44.4% |
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