+67.9%
TGT vs SWK
+54.4%
+13.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.2% |
| 7D | +5.5% | +11.3% | -5.8% | +0.7% |
| 30D | +6.0% | +31.5% | -25.4% | -5.6% |
| 3M | +8.0% | +14.4% | -6.4% | +1.7% |
| 6M | +32.3% | +46.4% | -14.1% | +11.3% |
| YTD | +71.3% | +61.6% | +9.7% | +35.8% |
| 1Y | +86.8% | +78.7% | +8.1% | +40.6% |
| 3Y | +67.9% | +54.4% | +13.5% | +28.2% |
| All | +67.9% | +54.4% | +13.5% | +28.2% |
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