+4,421.3%
SHW vs TRI
+518.6%
+3,902.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | +0.1% |
| 7D | -1.2% | -7.1% | +5.9% | +1.3% |
| 30D | -11.6% | -2.3% | -9.3% | -11.2% |
| 3M | +9.1% | +19.6% | -10.5% | +0.5% |
| 6M | -0.7% | -8.7% | +8.0% | -0.3% |
| YTD | +1.4% | -22.3% | +23.6% | +6.7% |
| 1Y | -12.3% | -40.7% | +28.4% | +3.3% |
| 3Y | +23.4% | -17.8% | +41.1% | +24.0% |
| 5Y | +15.0% | -8.5% | +23.5% | +9.8% |
| 10Y | +278.3% | +192.6% | +85.7% | +122.8% |
| All | +4,421.3% | +518.6% | +3,902.7% | +1,563.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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