+2,231.4%
SHW vs TNA
+990.0%
+1,241.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | -1.2% | +4.1% | -5.2% | -2.0% |
| 30D | -11.6% | -7.6% | -4.0% | -10.2% |
| 3M | +9.1% | +8.1% | +1.0% | +7.1% |
| 6M | -0.7% | +49.0% | -49.7% | -9.5% |
| YTD | +1.4% | +51.7% | -50.4% | -8.6% |
| 1Y | -12.3% | +59.6% | -71.9% | -22.5% |
| 3Y | +23.4% | +118.9% | -95.5% | -5.2% |
| 5Y | +15.0% | -19.2% | +34.2% | -0.1% |
| 10Y | +278.3% | +77.2% | +201.1% | +123.6% |
| All | +2,231.4% | +990.0% | +1,241.5% | +566.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling