+7.0%
SHW vs TE
-16.5%
+23.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.5% | +10.2% | +6.6% |
| 7D | +13.3% | +3.8% | +9.5% | +13.3% |
| 30D | +14.1% | -26.2% | +40.4% | +14.4% |
| 3M | +0.8% | -49.7% | +50.5% | +1.1% |
| 6M | +17.6% | -46.5% | +64.1% | +17.4% |
| YTD | +13.0% | -59.1% | +72.1% | +12.3% |
| 1Y | +7.0% | -25.8% | +32.8% | +5.6% |
| All | +7.0% | -16.5% | +23.5% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling