+346.7%
SHW vs TMF
-81.8%
+428.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.1% | -3.4% | +1.2% | -2.0% |
| 30D | +11.1% | +11.5% | -0.4% | +10.6% |
| 3M | -2.2% | -4.5% | +2.4% | -2.0% |
| 6M | +14.3% | -15.0% | +29.3% | +15.0% |
| YTD | +10.6% | -19.9% | +30.4% | +11.5% |
| 1Y | +4.1% | -26.6% | +30.6% | +5.1% |
| 3Y | +42.9% | -29.8% | +72.7% | +44.5% |
| 5Y | +14.2% | -88.2% | +102.4% | +2.9% |
| 10Y | +346.7% | -81.4% | +428.1% | +333.8% |
| All | +346.7% | -81.8% | +428.5% | +333.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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