+1,398.9%
SHW vs TRGP
+2,265.4%
-866.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.7% | -2.5% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | -11.6% | +14.6% | -26.2% | -13.3% |
| 3M | +9.1% | +11.9% | -2.8% | +7.0% |
| 6M | -0.7% | +25.3% | -25.9% | -4.4% |
| YTD | +1.4% | +61.9% | -60.5% | -6.1% |
| 1Y | -12.3% | +87.3% | -99.5% | -20.6% |
| 3Y | +23.4% | +268.0% | -244.6% | +0.2% |
| 5Y | +15.0% | +638.2% | -623.2% | -16.4% |
| 10Y | +278.3% | +821.9% | -543.7% | +129.0% |
| All | +1,398.9% | +2,265.4% | -866.5% | +601.2% |
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