+273.5%
SHW vs TD
+303.5%
-30.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | -4.5% | -2.6% | -1.9% | -3.3% |
| 30D | -12.7% | -1.0% | -11.7% | -12.4% |
| 3M | +4.7% | +5.6% | -0.9% | +1.9% |
| 6M | -3.4% | +27.1% | -30.5% | -13.8% |
| YTD | -1.3% | +29.4% | -30.7% | -12.8% |
| 1Y | -10.4% | +60.7% | -71.0% | -28.6% |
| 3Y | +20.1% | +127.6% | -107.5% | -20.0% |
| 5Y | +10.5% | +125.4% | -114.9% | -27.0% |
| All | +273.5% | +303.5% | -30.0% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling