+41.9%
SHW vs TMF
-32.2%
+74.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +1.9% | -9.3% | +11.2% | +4.5% |
| 30D | +8.1% | +1.9% | +6.1% | +7.6% |
| 3M | -2.8% | -11.2% | +8.4% | +0.1% |
| 6M | +15.0% | -17.7% | +32.7% | +20.6% |
| YTD | +9.0% | -24.5% | +33.5% | +16.2% |
| 1Y | +4.5% | -29.4% | +33.9% | +12.9% |
| 3Y | +41.9% | -33.4% | +75.3% | +49.6% |
| All | +41.9% | -32.2% | +74.1% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling