+20.3%
SHW vs TCOM
+8.5%
+11.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.6% | -1.5% |
| 7D | -3.2% | -10.2% | +7.0% | -2.6% |
| 30D | -11.4% | -16.8% | +5.4% | -10.4% |
| 3M | +3.5% | -16.7% | +20.2% | +4.5% |
| 6M | -3.4% | -27.1% | +23.7% | -1.6% |
| YTD | -0.3% | -45.5% | +45.2% | +3.1% |
| 1Y | -10.4% | -45.9% | +35.4% | -7.3% |
| All | +20.3% | +8.5% | +11.8% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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