+15.0%
SHW vs TXT
+12.6%
+2.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | -11.6% | -11.1% | -0.5% | -7.3% |
| 3M | +9.1% | -13.0% | +22.1% | +14.9% |
| 6M | -0.7% | -16.2% | +15.5% | +6.1% |
| YTD | +1.4% | -8.7% | +10.1% | +4.2% |
| 1Y | -12.3% | -3.8% | -8.5% | -12.0% |
| 3Y | +23.4% | +5.5% | +17.9% | +16.5% |
| 5Y | +15.0% | +12.3% | +2.7% | +2.6% |
| All | +15.0% | +12.6% | +2.4% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling