+84.4%
TGT vs SW
+24.2%
+60.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +2.6% | -2.9% | +5.6% | +3.3% |
| 30D | +4.7% | +5.0% | -0.3% | +3.6% |
| 3M | +4.6% | -13.7% | +18.2% | +7.6% |
| 6M | +34.9% | +8.0% | +26.8% | +32.3% |
| YTD | +70.9% | +14.0% | +57.0% | +58.3% |
| 1Y | +84.4% | +25.6% | +58.7% | +62.6% |
| All | +84.4% | +24.2% | +60.2% | +62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling