+21,907.6%
SHW vs TFC
+2,527.6%
+19,380.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.4% |
| 7D | +1.6% | +0.3% | +1.3% | +1.6% |
| 30D | +12.1% | +9.2% | +2.9% | +9.3% |
| 3M | -3.0% | -2.9% | -0.1% | -2.1% |
| 6M | +13.5% | +3.5% | +10.0% | +12.4% |
| YTD | +11.2% | +5.4% | +5.8% | +9.3% |
| 1Y | +6.2% | +17.3% | -11.1% | +1.1% |
| 3Y | +45.6% | +96.7% | -51.0% | +16.9% |
| 5Y | +15.6% | -1.1% | +16.7% | +10.8% |
| 10Y | +356.5% | +84.7% | +271.7% | +239.3% |
| All | +21,907.6% | +2,527.6% | +19,380.1% | +10,196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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