-12.3%
SHW vs TT
+8.3%
-20.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -1.2% | +1.6% | -2.7% | -1.7% |
| 30D | -11.6% | -7.3% | -4.3% | -9.4% |
| 3M | +9.1% | -2.6% | +11.7% | +9.2% |
| 6M | -0.7% | +5.9% | -6.6% | -3.4% |
| YTD | +1.4% | +15.4% | -14.0% | -4.0% |
| 1Y | -12.3% | +8.2% | -20.5% | -16.3% |
| All | -12.3% | +8.3% | -20.6% | -16.3% |
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 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