+2,605.0%
SHW vs TDG
+12,839.7%
-10,234.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.1% |
| 7D | -3.2% | -2.4% | -0.8% | -2.4% |
| 30D | -11.4% | -8.0% | -3.4% | -8.8% |
| 3M | +3.5% | -10.5% | +14.0% | +7.5% |
| 6M | -3.4% | -11.9% | +8.6% | +0.8% |
| YTD | -0.3% | -15.4% | +15.0% | +4.9% |
| 1Y | -10.4% | -14.2% | +3.8% | -6.4% |
| 3Y | +21.3% | +51.0% | -29.7% | +2.2% |
| 5Y | +12.9% | +126.5% | -113.6% | -18.6% |
| 10Y | +284.1% | +535.6% | -251.5% | +77.1% |
| All | +2,605.0% | +12,839.7% | -10,234.7% | +319.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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