-7.9%
SHW vs TT
+10.3%
-18.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -9.5% | -7.4% | -2.1% | -7.2% |
| 3M | +11.5% | -3.2% | +14.7% | +11.8% |
| 6M | -3.5% | +1.1% | -4.7% | -5.1% |
| YTD | +3.7% | +15.6% | -11.9% | -1.8% |
| 1Y | -7.9% | +9.2% | -17.1% | -12.4% |
| All | -7.9% | +10.3% | -18.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling