+280.4%
SHW vs TNA
+86.1%
+194.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.6% |
| 7D | -3.1% | -7.3% | +4.2% | -1.5% |
| 30D | -10.0% | -14.2% | +4.1% | -7.0% |
| 3M | +2.3% | -4.6% | +6.8% | +3.1% |
| 6M | +0.7% | +36.9% | -36.3% | -7.0% |
| YTD | +0.5% | +42.5% | -42.1% | -8.6% |
| 1Y | -11.5% | +45.8% | -57.2% | -20.8% |
| 3Y | +21.3% | +104.7% | -83.3% | -6.9% |
| 5Y | +12.5% | -21.7% | +34.2% | -2.7% |
| All | +280.4% | +86.1% | +194.3% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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