+216.7%
TGT vs SW
+182.7%
+34.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +2.6% | +2.3% | +0.3% | +2.3% |
| 30D | +5.0% | +6.8% | -1.8% | +4.1% |
| 3M | +8.5% | -5.2% | +13.7% | +9.2% |
| 6M | +23.8% | +7.4% | +16.3% | +22.3% |
| YTD | +66.5% | +17.4% | +49.1% | +62.3% |
| 1Y | +84.9% | +27.1% | +57.8% | +78.5% |
| 3Y | +59.2% | +47.9% | +11.4% | +51.4% |
| 5Y | -27.2% | -2.6% | -24.6% | -30.4% |
| All | +216.7% | +182.7% | +34.0% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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