+356.1%
SHW vs TMF
-84.4%
+440.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +3.5% | +1.2% | +2.2% | +3.4% |
| 30D | +9.2% | +19.7% | -10.5% | +8.5% |
| 3M | -5.1% | -2.1% | -3.0% | -5.0% |
| 6M | +6.8% | -13.4% | +20.3% | +7.4% |
| YTD | +7.0% | -16.7% | +23.7% | +7.6% |
| 1Y | +4.1% | -23.3% | +27.4% | +4.9% |
| 3Y | +41.1% | -24.8% | +65.9% | +42.4% |
| 5Y | +12.9% | -88.0% | +100.9% | +0.8% |
| All | +356.1% | -84.4% | +440.5% | +336.8% |
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