+12.0%
SHW vs TEM
+60.7%
-48.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -1.2% | +3.2% | -4.4% | -1.4% |
| 30D | -11.6% | +23.5% | -35.1% | -13.0% |
| 3M | +9.1% | +32.3% | -23.2% | +6.7% |
| 6M | -0.7% | +23.0% | -23.7% | -2.8% |
| YTD | +1.4% | +8.9% | -7.5% | -0.3% |
| 1Y | -12.3% | -19.9% | +7.6% | -12.5% |
| All | +12.0% | +60.7% | -48.7% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling