+7,097.0%
SHW vs TTMI
+504.4%
+6,592.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.8% | -8.4% | -0.6% |
| 7D | -3.2% | +5.9% | -9.1% | -3.9% |
| 30D | -9.5% | -4.3% | -5.2% | -9.3% |
| 3M | +11.5% | -32.0% | +43.5% | +15.1% |
| 6M | -3.5% | +19.5% | -23.0% | -8.1% |
| YTD | +3.7% | +82.0% | -78.3% | -7.1% |
| 1Y | -7.9% | +172.6% | -180.5% | -22.5% |
| 3Y | +24.7% | +744.7% | -720.0% | -11.3% |
| 5Y | +13.6% | +805.6% | -792.0% | -21.0% |
| 10Y | +283.0% | +1,057.6% | -774.7% | +151.7% |
| All | +7,097.0% | +504.4% | +6,592.6% | +4,021.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling