+280.4%
SHW vs TT
+961.2%
-680.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | -3.1% | -1.2% | -1.9% | -2.5% |
| 30D | -10.0% | -7.3% | -2.7% | -6.7% |
| 3M | +2.3% | -3.6% | +5.9% | +3.5% |
| 6M | +0.7% | +2.8% | -2.1% | -1.6% |
| YTD | +0.5% | +14.5% | -14.0% | -7.3% |
| 1Y | -11.5% | +7.4% | -18.9% | -16.0% |
| 3Y | +21.3% | +116.2% | -94.9% | -22.6% |
| 5Y | +12.5% | +147.4% | -134.8% | -34.6% |
| All | +280.4% | +961.2% | -680.8% | +0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling