+91.5%
SHW vs TXG
+27.0%
+64.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.4% |
| 7D | -3.1% | +9.5% | -12.6% | -4.3% |
| 30D | -10.0% | +18.8% | -28.8% | -12.2% |
| 3M | +2.3% | +136.1% | -133.8% | -9.5% |
| 6M | +0.7% | +235.2% | -234.6% | -15.5% |
| YTD | +0.5% | +320.5% | -320.1% | -18.6% |
| 1Y | -11.5% | +425.2% | -436.7% | -31.2% |
| 3Y | +21.3% | +42.9% | -21.6% | +7.1% |
| 5Y | +12.5% | -62.8% | +75.4% | +10.6% |
| All | +91.5% | +27.0% | +64.5% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling