+413.2%
TGT vs SW
+755.0%
-341.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +0.8% | -5.1% | +5.9% | +1.1% |
| 30D | +12.2% | -4.6% | +16.8% | +12.5% |
| 3M | +33.8% | +9.4% | +24.4% | +32.7% |
| 6M | +39.3% | +3.5% | +35.8% | +38.5% |
| YTD | +72.9% | +22.0% | +50.8% | +69.8% |
| 1Y | +84.6% | +2.2% | +82.3% | +83.3% |
| 3Y | +46.2% | +19.6% | +26.6% | +43.2% |
| 5Y | -21.3% | -2.3% | -19.0% | -23.4% |
| 10Y | +213.5% | +181.4% | +32.2% | +190.6% |
| All | +413.2% | +755.0% | -341.8% | +333.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling