+10.2%
SHW vs TXG
-65.2%
+75.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | +1.9% | -1.8% | +3.8% | +2.1% |
| 30D | +8.1% | -20.4% | +28.5% | +10.2% |
| 3M | -2.8% | +0.1% | -2.8% | -4.5% |
| 6M | +15.0% | +176.2% | -161.1% | -2.3% |
| YTD | +9.0% | +256.8% | -247.8% | -11.4% |
| 1Y | +4.5% | +255.9% | -251.4% | -15.3% |
| 3Y | +41.9% | +60.2% | -18.4% | +21.6% |
| All | +10.2% | -65.2% | +75.4% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling