+9.0%
SHW vs TEM
+46.9%
-37.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.7% |
| 7D | -4.5% | -9.2% | +4.7% | -3.9% |
| 30D | -12.7% | +5.5% | -18.2% | -13.2% |
| 3M | +4.7% | +18.7% | -14.0% | +3.1% |
| 6M | -3.4% | +15.4% | -18.8% | -5.2% |
| YTD | -1.3% | -0.5% | -0.8% | -2.5% |
| 1Y | -10.4% | -24.8% | +14.5% | -10.2% |
| All | +9.0% | +46.9% | -37.8% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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