+356.5%
SHW vs TMF
-83.0%
+439.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +4.0% | +4.0% |
| 7D | +1.6% | +0.6% | +1.0% | +1.6% |
| 30D | +12.1% | +16.3% | -4.2% | +11.4% |
| 3M | -3.0% | -2.7% | -0.3% | -2.9% |
| 6M | +13.5% | -13.2% | +26.7% | +14.1% |
| YTD | +11.2% | -16.7% | +27.9% | +11.9% |
| 1Y | +6.2% | -22.7% | +28.9% | +7.1% |
| 3Y | +45.6% | -26.1% | +71.7% | +47.0% |
| 5Y | +15.6% | -88.4% | +104.0% | +3.1% |
| 10Y | +356.5% | -81.8% | +438.3% | +344.6% |
| All | +356.5% | -83.0% | +439.5% | +344.6% |
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