+12.9%
SHW vs TCOM
+25.9%
-13.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% |
| 3Y | +21.3% | +9.8% | +11.6% | +19.4% |
| 5Y | +12.9% | +23.8% | -10.9% | +7.9% |
| All | +12.9% | +25.9% | -13.0% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling