-27.4%
TGT vs SW
-1.6%
-25.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.9% |
| 7D | +4.0% | +4.7% | -0.6% | +3.3% |
| 30D | +2.3% | +5.0% | -2.7% | +1.5% |
| 3M | +7.8% | -7.3% | +15.1% | +9.0% |
| 6M | +24.7% | +15.0% | +9.7% | +21.2% |
| YTD | +66.0% | +18.5% | +47.5% | +59.7% |
| 1Y | +78.8% | +27.1% | +51.6% | +69.9% |
| 3Y | +56.2% | +49.3% | +6.9% | +45.6% |
| 5Y | -27.4% | -1.6% | -25.8% | -34.8% |
| All | -27.4% | -1.6% | -25.8% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling