+12.2%
SHW vs TT
+129.2%
-117.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.4% |
| 7D | +3.5% | -2.0% | +5.5% | +4.3% |
| 30D | +9.2% | -14.0% | +23.3% | +16.1% |
| 3M | -5.1% | -15.9% | +10.8% | +1.8% |
| 6M | +6.8% | -17.3% | +24.2% | +14.8% |
| YTD | +7.0% | +4.0% | +3.0% | +2.4% |
| 1Y | +4.1% | -7.1% | +11.2% | +5.2% |
| 3Y | +41.1% | +90.2% | -49.2% | -6.8% |
| All | +12.2% | +129.2% | -117.0% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling