+20,418.4%
SHW vs TFC
+2,596.5%
+17,822.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -3.2% | +2.4% | -5.7% | -3.9% |
| 30D | -9.5% | -1.3% | -8.2% | -9.2% |
| 3M | +11.5% | +6.1% | +5.4% | +9.4% |
| 6M | -3.5% | +7.3% | -10.9% | -5.6% |
| YTD | +3.7% | +8.2% | -4.5% | +1.1% |
| 1Y | -7.9% | +14.4% | -22.3% | -11.9% |
| 3Y | +24.7% | +93.7% | -69.0% | +0.2% |
| 5Y | +13.6% | +16.4% | -2.8% | +3.5% |
| 10Y | +283.0% | +101.6% | +181.4% | +177.0% |
| All | +20,418.4% | +2,596.5% | +17,822.0% | +9,416.6% |
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