+7,032.8%
SHW vs TKO
+1,439.7%
+5,593.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.0% | -7.3% | -3.0% |
| 7D | -1.2% | +7.2% | -8.3% | -2.2% |
| 30D | -11.6% | +4.7% | -16.3% | -12.2% |
| 3M | +9.1% | -3.2% | +12.3% | +9.5% |
| 6M | -0.7% | -2.9% | +2.2% | -0.5% |
| YTD | +1.4% | -5.8% | +7.2% | +1.8% |
| 1Y | -12.3% | -1.1% | -11.2% | -12.6% |
| 3Y | +23.4% | +111.1% | -87.7% | +8.9% |
| 5Y | +15.0% | +315.6% | -300.6% | -8.8% |
| 10Y | +278.3% | +978.5% | -700.2% | +154.9% |
| All | +7,032.8% | +1,439.7% | +5,593.1% | +3,740.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling