+59.2%
TGT vs SWK
+46.0%
+13.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.6% | +11.0% | -8.4% | -2.0% |
| 30D | +5.0% | +30.1% | -25.1% | -6.2% |
| 3M | +8.5% | +14.7% | -6.1% | +2.1% |
| 6M | +23.8% | +44.5% | -20.7% | +4.6% |
| YTD | +66.5% | +59.4% | +7.1% | +32.7% |
| 1Y | +84.9% | +77.5% | +7.4% | +39.3% |
| 3Y | +59.2% | +49.5% | +9.8% | +22.3% |
| All | +59.2% | +46.0% | +13.2% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling