+278.3%
SHW vs TMF
-86.8%
+365.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -1.2% | +1.0% | -2.2% | -1.2% |
| 30D | -11.6% | -1.8% | -9.8% | -11.5% |
| 3M | +9.1% | -8.2% | +17.4% | +9.5% |
| 6M | -0.7% | -19.5% | +18.8% | 0.0% |
| YTD | +1.4% | -16.0% | +17.3% | +2.0% |
| 1Y | -12.3% | -22.5% | +10.2% | -11.6% |
| 3Y | +23.4% | -42.3% | +65.6% | +23.9% |
| 5Y | +15.0% | -87.7% | +102.7% | +3.7% |
| 10Y | +278.3% | -86.5% | +364.8% | +275.6% |
| All | +278.3% | -86.8% | +365.1% | +275.6% |
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