+273.5%
SHW vs TGT
+207.2%
+66.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -4.5% | -5.0% | +0.6% | -3.2% |
| 30D | -12.7% | +3.0% | -15.7% | -13.5% |
| 3M | +4.7% | +22.6% | -17.9% | -0.9% |
| 6M | -3.4% | +31.2% | -34.6% | -10.3% |
| YTD | -1.3% | +63.7% | -65.0% | -13.8% |
| 1Y | -10.4% | +78.5% | -88.8% | -23.6% |
| 3Y | +20.1% | +40.5% | -20.4% | +4.7% |
| 5Y | +10.5% | -25.6% | +36.1% | +11.6% |
| All | +273.5% | +207.2% | +66.4% | +170.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling