+93.2%
SHW vs TXG
+21.5%
+71.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.7% | -7.0% | -2.9% |
| 7D | -1.2% | +9.4% | -10.5% | -2.3% |
| 30D | -11.6% | +26.1% | -37.7% | -14.5% |
| 3M | +9.1% | +124.8% | -115.7% | -2.8% |
| 6M | -0.7% | +215.2% | -215.9% | -16.0% |
| YTD | +1.4% | +302.2% | -300.9% | -17.4% |
| 1Y | -12.3% | +370.9% | -383.2% | -30.8% |
| 3Y | +23.4% | +38.5% | -15.1% | +9.3% |
| 5Y | +15.0% | -64.4% | +79.4% | +13.6% |
| All | +93.2% | +21.5% | +71.7% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling