+20.3%
SHW vs TD
+123.9%
-103.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.2% |
| 7D | -3.2% | -1.9% | -1.3% | -2.4% |
| 30D | -11.4% | -1.6% | -9.8% | -10.9% |
| 3M | +3.5% | +4.6% | -1.1% | +1.5% |
| 6M | -3.4% | +26.8% | -30.2% | -12.1% |
| YTD | -0.3% | +28.3% | -28.7% | -9.9% |
| 1Y | -10.4% | +60.4% | -70.9% | -25.7% |
| All | +20.3% | +123.9% | -103.6% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling