+21,907.6%
SHW vs TT
+15,147.4%
+6,760.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.7% | -0.7% | +2.4% |
| 7D | +1.6% | +1.7% | -0.2% | +0.9% |
| 30D | +12.1% | -11.8% | +23.9% | +16.7% |
| 3M | -3.0% | -12.6% | +9.6% | +1.3% |
| 6M | +13.5% | -9.4% | +22.9% | +16.5% |
| YTD | +11.2% | +8.8% | +2.4% | +6.7% |
| 1Y | +6.2% | -2.5% | +8.7% | +5.8% |
| 3Y | +45.6% | +95.7% | -50.0% | +11.8% |
| 5Y | +15.6% | +135.7% | -120.2% | -17.5% |
| 10Y | +356.5% | +750.6% | -394.1% | +108.2% |
| All | +21,907.6% | +15,147.4% | +6,760.2% | +3,517.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling