+13.8%
SHW vs TMF
-88.0%
+101.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.1% |
| 7D | +5.7% | +2.7% | +3.0% | +5.3% |
| 30D | +8.7% | +19.3% | -10.7% | +5.4% |
| 3M | -5.4% | -3.7% | -1.7% | -4.8% |
| 6M | +12.2% | -11.3% | +23.6% | +14.5% |
| YTD | +8.5% | -16.6% | +25.1% | +11.6% |
| 1Y | +4.9% | -21.1% | +26.0% | +8.8% |
| 3Y | +42.8% | -26.8% | +69.7% | +46.9% |
| All | +13.8% | -88.0% | +101.8% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling