+3,877.9%
SHW vs TCOM
+2,694.8%
+1,183.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -3.2% | -9.5% | +6.3% | -2.1% |
| 30D | -9.5% | -10.7% | +1.2% | -8.3% |
| 3M | +11.5% | -14.6% | +26.1% | +13.2% |
| 6M | -3.5% | -19.3% | +15.8% | -1.4% |
| YTD | +3.7% | -42.9% | +46.7% | +10.1% |
| 1Y | -7.9% | -43.8% | +35.9% | -2.2% |
| 3Y | +24.7% | +2.1% | +22.6% | +20.7% |
| 5Y | +13.6% | +31.2% | -17.6% | +2.3% |
| 10Y | +283.0% | -13.9% | +296.9% | +247.8% |
| All | +3,877.9% | +2,694.8% | +1,183.2% | +2,134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling