-13.1%
SHW vs TXG
+435.8%
-448.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -4.5% | +5.0% | -9.5% | -4.9% |
| 30D | -12.7% | +13.5% | -26.2% | -13.8% |
| 3M | +4.7% | +128.0% | -123.3% | -3.6% |
| 6M | -3.4% | +224.4% | -227.9% | -14.0% |
| YTD | -1.3% | +307.0% | -308.3% | -13.4% |
| All | -13.1% | +435.8% | -448.8% | -24.7% |
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