-20.8%
TGT vs SW
-2.3%
-18.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +0.8% | -5.1% | +5.9% | +1.6% |
| 30D | +12.2% | -4.6% | +16.8% | +13.0% |
| 3M | +33.8% | +9.4% | +24.4% | +31.4% |
| 6M | +39.3% | +3.5% | +35.8% | +37.6% |
| YTD | +72.9% | +22.0% | +50.8% | +65.8% |
| 1Y | +84.6% | +2.2% | +82.3% | +81.4% |
| 3Y | +46.2% | +19.6% | +26.6% | +39.4% |
| All | -20.8% | -2.3% | -18.5% | -28.5% |
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