+280.4%
SHW vs TKO
+989.7%
-709.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.8% |
| 7D | -3.1% | +2.3% | -5.4% | -3.6% |
| 30D | -10.0% | -2.5% | -7.6% | -9.7% |
| 3M | +2.3% | -10.6% | +12.9% | +4.2% |
| 6M | +0.7% | -5.1% | +5.7% | +1.3% |
| YTD | +0.5% | -8.2% | +8.7% | +1.5% |
| 1Y | -11.5% | -4.4% | -7.0% | -11.4% |
| 3Y | +21.3% | +100.4% | -79.0% | +4.4% |
| 5Y | +12.5% | +294.3% | -281.8% | -16.6% |
| All | +280.4% | +989.7% | -709.2% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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