-28.1%
TGT vs SWK
-30.7%
+2.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.6% | -1.4% | +4.0% | +3.3% |
| 30D | +4.7% | +25.5% | -20.8% | -5.0% |
| 3M | +4.6% | +11.8% | -7.2% | -0.6% |
| 6M | +34.9% | +48.7% | -13.8% | +12.6% |
| YTD | +70.9% | +57.2% | +13.7% | +37.4% |
| 1Y | +84.4% | +75.3% | +9.1% | +40.6% |
| 3Y | +69.1% | +51.9% | +17.2% | +32.7% |
| All | -28.1% | -30.7% | +2.5% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling