+27.1%
SHW vs TPR
+292.1%
-264.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.2% | -2.3% | -0.9% | -2.7% |
| 30D | -9.5% | -23.0% | +13.4% | -4.7% |
| 3M | +11.5% | -12.5% | +23.9% | +14.0% |
| 6M | -3.5% | -21.4% | +17.9% | +0.6% |
| YTD | +3.7% | -3.5% | +7.2% | +3.7% |
| 1Y | -7.9% | +17.4% | -25.3% | -11.9% |
| All | +27.1% | +292.1% | -264.9% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 3y: compounded portfolio wealth divided by compounded TPR 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…
3y analysis · Full analysis span regression · 6 months rolling