+4.5%
SHW vs TLN
+1.6%
+2.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | -0.1% |
| 7D | +1.9% | +11.0% | -9.1% | +1.6% |
| 30D | +8.1% | +4.9% | +3.1% | +7.9% |
| 3M | -2.8% | +4.9% | -7.7% | -3.1% |
| 6M | +15.0% | +7.1% | +7.9% | +13.2% |
| YTD | +9.0% | +0.3% | +8.7% | +7.0% |
| 1Y | +4.5% | +5.9% | -1.4% | +1.9% |
| All | +4.5% | +1.6% | +2.9% | +1.9% |
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