+14.8%
SHW vs TPR
+236.0%
-221.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.5% | -1.4% |
| 7D | -1.2% | -3.4% | +2.2% | -0.3% |
| 30D | -11.6% | -27.3% | +15.7% | -4.9% |
| 3M | +9.1% | -16.2% | +25.3% | +13.2% |
| 6M | -0.7% | -17.9% | +17.2% | +3.3% |
| YTD | +1.4% | -7.1% | +8.5% | +2.0% |
| 1Y | -12.3% | +13.6% | -25.9% | -16.4% |
| 3Y | +23.4% | +293.7% | -270.4% | -18.2% |
| All | +14.8% | +236.0% | -221.2% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling