+20.3%
SHW vs TXG
+41.0%
-20.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.2% | -2.0% |
| 7D | -3.2% | +9.1% | -12.4% | -4.2% |
| 30D | -11.4% | +14.9% | -26.3% | -12.9% |
| 3M | +3.5% | +120.0% | -116.5% | -6.6% |
| 6M | -3.4% | +221.8% | -225.2% | -17.1% |
| YTD | -0.3% | +312.6% | -312.9% | -17.5% |
| 1Y | -10.4% | +398.4% | -408.9% | -28.2% |
| All | +20.3% | +41.0% | -20.7% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling