+215.8%
TGT vs SWK
+3.3%
+212.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | +12.2% | -5.7% | +17.9% | +14.5% |
| 3M | +33.8% | +24.1% | +9.7% | +23.3% |
| 6M | +39.3% | +24.7% | +14.6% | +27.4% |
| YTD | +72.9% | +33.9% | +38.9% | +53.5% |
| 1Y | +84.6% | +34.7% | +49.9% | +62.9% |
| 3Y | +46.2% | +15.3% | +31.0% | +32.9% |
| 5Y | -21.3% | -39.3% | +17.9% | -16.6% |
| All | +215.8% | +3.3% | +212.5% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling