+7,083.3%
SHW vs TD
+7,879.0%
-795.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.0% |
| 7D | -3.2% | +0.3% | -3.5% | -3.4% |
| 30D | -9.5% | +0.4% | -9.9% | -9.7% |
| 3M | +11.5% | +7.6% | +3.8% | +8.3% |
| 6M | -3.5% | +25.0% | -28.5% | -11.5% |
| YTD | +3.7% | +31.0% | -27.3% | -6.6% |
| 1Y | -7.9% | +65.2% | -73.1% | -24.2% |
| 3Y | +24.7% | +122.5% | -97.8% | -9.2% |
| 5Y | +13.6% | +124.8% | -111.2% | -18.2% |
| 10Y | +283.0% | +298.2% | -15.3% | +118.1% |
| All | +7,083.3% | +7,879.0% | -795.7% | +1,465.8% |
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