+12.0%
SHW vs TGT
-25.8%
+37.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | -3.1% | -5.2% | +2.1% | -1.8% |
| 30D | -10.0% | +1.2% | -11.2% | -10.4% |
| 3M | +2.3% | +18.4% | -16.1% | -2.3% |
| 6M | +0.7% | +33.4% | -32.8% | -6.8% |
| YTD | +0.5% | +63.8% | -63.3% | -12.0% |
| 1Y | -11.5% | +77.2% | -88.6% | -24.2% |
| 3Y | +21.3% | +41.8% | -20.5% | +4.9% |
| All | +12.0% | -25.8% | +37.8% | +14.4% |
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