+284.1%
SHW vs TXT
+100.3%
+183.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -3.2% | +0.8% | -4.0% | -3.5% |
| 30D | -11.4% | -10.4% | -1.0% | -8.1% |
| 3M | +3.5% | -14.3% | +17.8% | +8.6% |
| 6M | -3.4% | -15.1% | +11.7% | +1.7% |
| YTD | -0.3% | -8.3% | +8.0% | +2.0% |
| 1Y | -10.4% | -0.7% | -9.7% | -10.9% |
| 3Y | +21.3% | +6.0% | +15.3% | +16.7% |
| 5Y | +12.9% | +12.5% | +0.3% | +4.9% |
| 10Y | +284.1% | +103.2% | +180.9% | +162.4% |
| All | +284.1% | +100.3% | +183.8% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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