-41.2%
INTU vs TGT
-24.7%
-16.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.5% |
| 7D | -3.9% | +0.5% | -4.4% | -4.1% |
| 30D | +12.0% | +6.7% | +5.3% | +10.0% |
| 3M | +2.3% | +8.4% | -6.1% | 0.0% |
| 6M | -12.1% | +40.7% | -52.8% | -20.2% |
| YTD | -47.5% | +72.2% | -119.8% | -55.5% |
| 1Y | -46.9% | +86.2% | -133.1% | -56.1% |
| 3Y | -33.5% | +68.8% | -102.3% | -49.2% |
| 5Y | -41.2% | -25.2% | -16.0% | -31.2% |
| All | -41.2% | -24.7% | -16.5% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 5y: compounded portfolio wealth divided by compounded TGT 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…
5y analysis · Full analysis span regression · 6 months rolling