+20.3%
SHW vs TTMI
+859.5%
-839.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.3% | -1.4% |
| 7D | -3.2% | +7.5% | -10.7% | -3.8% |
| 30D | -11.4% | -4.5% | -6.9% | -11.2% |
| 3M | +3.5% | -28.5% | +32.0% | +5.8% |
| 6M | -3.4% | +28.4% | -31.7% | -8.5% |
| YTD | -0.3% | +80.1% | -80.4% | -10.0% |
| 1Y | -10.4% | +161.0% | -171.5% | -24.5% |
| All | +20.3% | +859.5% | -839.1% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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