+45.6%
SHW vs TXT
+11.8%
+33.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.1% |
| 7D | +1.6% | -3.5% | +5.1% | +3.0% |
| 30D | +12.1% | +15.2% | -3.1% | +5.8% |
| 3M | -3.0% | -4.5% | +1.5% | -1.4% |
| 6M | +13.5% | -6.1% | +19.6% | +15.5% |
| YTD | +11.2% | -2.0% | +13.2% | +10.7% |
| 1Y | +6.2% | +4.2% | +2.0% | +3.0% |
| 3Y | +45.6% | +14.4% | +31.2% | +33.1% |
| All | +45.6% | +11.8% | +33.8% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling