+10.5%
SHW vs TRGP
+627.0%
-616.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -4.5% | -0.6% | -3.9% | -4.4% |
| 30D | -12.7% | +10.0% | -22.7% | -13.7% |
| 3M | +4.7% | +7.6% | -2.9% | +3.5% |
| 6M | -3.4% | +26.8% | -30.2% | -7.3% |
| YTD | -1.3% | +60.6% | -61.9% | -9.0% |
| 1Y | -10.4% | +82.5% | -92.8% | -19.3% |
| 3Y | +20.1% | +265.0% | -244.9% | -6.7% |
| 5Y | +10.5% | +645.9% | -635.4% | -23.1% |
| All | +10.5% | +627.0% | -616.5% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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