+2,048.1%
SHW vs TMF
-68.9%
+2,117.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | -3.2% | -1.4% | -1.8% | -3.3% |
| 30D | -9.5% | -2.8% | -6.7% | -9.6% |
| 3M | +11.5% | -10.9% | +22.4% | +11.0% |
| 6M | -3.5% | -21.3% | +17.8% | -4.5% |
| YTD | +3.7% | -15.9% | +19.6% | +3.0% |
| 1Y | -7.9% | -15.7% | +7.8% | -8.5% |
| 3Y | +24.7% | -43.4% | +68.1% | +21.7% |
| 5Y | +13.6% | -87.8% | +101.3% | -3.9% |
| 10Y | +283.0% | -86.7% | +369.7% | +244.8% |
| All | +2,048.1% | -68.9% | +2,117.0% | +2,315.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling