+39.4%
SHW vs TLN
+602.5%
-563.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.0% | -2.5% |
| 7D | -1.2% | +10.9% | -12.1% | -1.8% |
| 30D | -11.6% | -6.3% | -5.3% | -11.3% |
| 3M | +9.1% | -10.7% | +19.8% | +9.5% |
| 6M | -0.7% | +1.6% | -2.3% | -1.3% |
| YTD | +1.4% | -13.1% | +14.4% | +1.4% |
| 1Y | -12.3% | -15.1% | +2.8% | -12.4% |
| 3Y | +23.4% | +495.0% | -471.6% | +5.2% |
| All | +39.4% | +602.5% | -563.1% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling