+7.0%
SHW vs TXG
+406.9%
-399.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.4% | +3.2% | +6.5% |
| 7D | +13.3% | -19.3% | +32.6% | +14.6% |
| 30D | +14.1% | -30.9% | +45.1% | +16.7% |
| 3M | +0.8% | +41.1% | -40.3% | -4.3% |
| 6M | +17.6% | +211.9% | -194.2% | +1.4% |
| YTD | +13.0% | +314.0% | -301.0% | -5.2% |
| 1Y | +7.0% | +405.4% | -398.4% | -12.7% |
| All | +7.0% | +406.9% | -399.9% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling