+340.7%
SHW vs TT
+744.7%
-403.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +4.2% | +0.8% | +3.4% | +3.8% |
| 30D | +11.3% | -11.8% | +23.0% | +17.4% |
| 3M | -1.8% | -11.6% | +9.8% | +3.4% |
| 6M | +12.7% | -9.3% | +22.0% | +16.4% |
| YTD | +10.4% | +8.9% | +1.6% | +3.6% |
| 1Y | +4.7% | -2.2% | +7.0% | +3.5% |
| 3Y | +42.7% | +91.9% | -49.2% | -3.3% |
| 5Y | +14.5% | +136.0% | -121.5% | -32.2% |
| 10Y | +340.7% | +734.7% | -394.0% | +35.9% |
| All | +340.7% | +744.7% | -403.9% | +35.9% |
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