+22.4%
SHW vs TE
-19.7%
+42.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.0% | -12.3% | -2.5% |
| 7D | -1.2% | +18.2% | -19.4% | -1.6% |
| 30D | -11.6% | -13.5% | +1.9% | -11.4% |
| 3M | +9.1% | -44.6% | +53.7% | +10.2% |
| 6M | -0.7% | -24.7% | +24.0% | -1.2% |
| YTD | +1.4% | -24.3% | +25.6% | +0.4% |
| 1Y | -12.3% | +155.6% | -167.8% | -17.9% |
| All | +22.4% | -19.7% | +42.1% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling