+87.5%
SHW vs TE
-53.0%
+140.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | -3.2% | -4.0% | +0.7% | -3.1% |
| 30D | -9.5% | -15.9% | +6.4% | -9.0% |
| 3M | +11.5% | -60.5% | +72.0% | +14.8% |
| 6M | -3.5% | -35.2% | +31.7% | -3.6% |
| YTD | +3.7% | -31.1% | +34.9% | +2.7% |
| 1Y | -7.9% | +148.6% | -156.6% | -16.4% |
| 3Y | +24.7% | -26.4% | +51.1% | +17.2% |
| 5Y | +13.6% | -48.0% | +61.6% | +8.7% |
| All | +87.5% | -53.0% | +140.5% | +95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling