+4.5%
SHW vs TPG
+71.4%
-66.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.1% | +0.1% |
| 7D | -4.5% | -11.8% | +7.4% | -1.3% |
| 30D | -12.7% | -6.3% | -6.4% | -11.3% |
| 3M | +4.7% | +13.6% | -8.9% | +1.0% |
| 6M | -3.4% | +13.8% | -17.3% | -7.3% |
| YTD | -1.3% | -23.7% | +22.4% | +4.9% |
| 1Y | -10.4% | -18.2% | +7.8% | -7.0% |
| 3Y | +20.1% | +80.1% | -60.0% | -5.0% |
| All | +4.5% | +71.4% | -66.9% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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