+27.1%
SHW vs TT
+125.0%
-97.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -9.5% | -7.2% | -2.4% | -7.1% |
| 3M | +11.5% | -3.0% | +14.4% | +12.1% |
| 6M | -3.5% | +1.4% | -4.9% | -4.7% |
| YTD | +3.7% | +15.9% | -12.2% | -2.6% |
| 1Y | -7.9% | +9.4% | -17.3% | -11.9% |
| All | +27.1% | +125.0% | -97.8% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling