+1,830.0%
SHW vs TEL
+723.0%
+1,107.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -3.2% | +3.0% | -6.2% | -4.5% |
| 30D | -9.5% | -3.9% | -5.6% | -8.2% |
| 3M | +11.5% | -5.1% | +16.6% | +13.3% |
| 6M | -3.5% | +0.6% | -4.1% | -4.6% |
| YTD | +3.7% | -7.3% | +11.0% | +5.2% |
| 1Y | -7.9% | +1.1% | -9.0% | -10.4% |
| 3Y | +24.7% | +63.7% | -39.0% | -2.5% |
| 5Y | +13.6% | +50.7% | -37.1% | -9.1% |
| 10Y | +283.0% | +290.2% | -7.2% | +103.9% |
| All | +1,830.0% | +723.0% | +1,107.0% | +654.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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