+97.1%
SHW vs TE
-80.5%
+177.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.1% |
| 7D | +1.9% | -19.1% | +21.0% | +2.7% |
| 30D | +8.1% | -34.1% | +42.2% | +9.5% |
| 3M | -2.8% | -60.1% | +57.3% | +0.3% |
| 6M | +15.0% | -66.0% | +81.0% | +17.8% |
| YTD | +9.0% | -71.4% | +80.4% | +11.2% |
| 1Y | +4.5% | -45.3% | +49.8% | +2.7% |
| 3Y | +41.9% | +9.1% | +32.7% | +24.5% |
| 5Y | +10.7% | -82.6% | +93.3% | +9.0% |
| All | +97.1% | -80.5% | +177.5% | +111.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling