+392.9%
TGT vs SW
+730.4%
-337.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.0% |
| 7D | +4.0% | +4.7% | -0.6% | +3.7% |
| 30D | +2.3% | +5.0% | -2.7% | +2.0% |
| 3M | +7.8% | -7.3% | +15.1% | +8.3% |
| 6M | +24.7% | +15.0% | +9.7% | +23.2% |
| YTD | +66.0% | +18.5% | +47.5% | +63.4% |
| 1Y | +78.8% | +27.1% | +51.6% | +75.1% |
| 3Y | +56.2% | +49.3% | +6.9% | +51.5% |
| 5Y | -27.4% | -1.6% | -25.8% | -29.2% |
| 10Y | +220.5% | +185.4% | +35.1% | +197.6% |
| All | +392.9% | +730.4% | -337.4% | +317.2% |
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