+37.0%
SHW vs TLN
+589.3%
-552.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.6% |
| 7D | -3.2% | +5.8% | -9.0% | -3.6% |
| 30D | -11.4% | -6.9% | -4.5% | -11.1% |
| 3M | +3.5% | -10.9% | +14.4% | +3.8% |
| 6M | -3.4% | -4.6% | +1.3% | -3.6% |
| YTD | -0.3% | -14.7% | +14.4% | -0.2% |
| 1Y | -10.4% | -17.9% | +7.5% | -10.3% |
| 3Y | +21.3% | +483.9% | -462.6% | +3.5% |
| All | +37.0% | +589.3% | -552.3% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling