+15.3%
SHW vs TT
+140.2%
-124.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -9.5% | -7.2% | -2.4% | -6.4% |
| 3M | +11.5% | -3.0% | +14.4% | +12.3% |
| 6M | -3.5% | +1.4% | -4.9% | -5.0% |
| YTD | +3.7% | +15.9% | -12.2% | -4.6% |
| 1Y | -7.9% | +9.4% | -17.3% | -13.3% |
| 3Y | +24.7% | +124.4% | -99.7% | -23.3% |
| All | +15.3% | +140.2% | -124.8% | -35.5% |
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