+1,511.9%
SHW vs TRGP
+2,299.4%
-787.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +1.9% | +12.4% | -10.5% | +0.3% |
| 30D | +8.1% | +2.6% | +5.4% | +7.4% |
| 3M | -2.8% | +11.9% | -14.6% | -4.6% |
| 6M | +15.0% | +13.9% | +1.1% | +12.2% |
| YTD | +9.0% | +64.2% | -55.2% | +0.6% |
| 1Y | +4.5% | +78.5% | -74.0% | -4.8% |
| 3Y | +41.9% | +272.9% | -231.1% | +14.8% |
| 5Y | +10.7% | +510.7% | -500.0% | -17.4% |
| 10Y | +340.4% | +821.0% | -480.6% | +166.2% |
| All | +1,511.9% | +2,299.4% | -787.5% | +650.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling