-7.9%
SHW vs TLN
-17.2%
+9.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.3% | +0.2% |
| 7D | -3.2% | +7.1% | -10.3% | -3.6% |
| 30D | -9.5% | -3.9% | -5.6% | -9.3% |
| 3M | +11.5% | -16.2% | +27.6% | +12.1% |
| 6M | -3.5% | -5.8% | +2.3% | -4.0% |
| YTD | +3.7% | -15.4% | +19.2% | +3.3% |
| 1Y | -7.9% | -16.7% | +8.8% | -8.3% |
| All | -7.9% | -17.2% | +9.3% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling