+7,448.8%
SHW vs TD
+8,075.2%
-626.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.9% | +1.1% | +0.8% | +1.5% |
| 30D | +8.1% | +5.2% | +2.8% | +6.1% |
| 3M | -2.8% | +1.2% | -4.0% | -3.3% |
| 6M | +15.0% | +17.7% | -2.7% | +8.0% |
| YTD | +9.0% | +34.2% | -25.2% | -2.7% |
| 1Y | +4.5% | +55.4% | -51.0% | -11.9% |
| 3Y | +41.9% | +130.4% | -88.5% | +2.0% |
| 5Y | +10.7% | +101.8% | -91.1% | -16.9% |
| 10Y | +340.4% | +301.9% | +38.5% | +150.0% |
| All | +7,448.8% | +8,075.2% | -626.4% | +1,531.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling