+21,748.4%
SHW vs TFC
+2,523.9%
+19,224.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +4.2% | +1.7% | +2.5% | +3.8% |
| 30D | +11.3% | +9.0% | +2.3% | +8.5% |
| 3M | -1.8% | -2.1% | +0.3% | -1.1% |
| 6M | +12.7% | +3.4% | +9.4% | +11.6% |
| YTD | +10.4% | +5.3% | +5.2% | +8.6% |
| 1Y | +4.7% | +16.2% | -11.4% | -0.1% |
| 3Y | +42.7% | +94.8% | -52.1% | +14.8% |
| 5Y | +14.5% | -0.7% | +15.2% | +9.7% |
| 10Y | +340.7% | +80.9% | +259.9% | +229.6% |
| All | +21,748.4% | +2,523.9% | +19,224.5% | +10,126.1% |
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