+20,418.4%
SHW vs TXT
+2,070.1%
+18,348.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -3.2% | -4.8% | +1.5% | -1.9% |
| 30D | -9.5% | -10.6% | +1.1% | -6.6% |
| 3M | +11.5% | -13.2% | +24.6% | +15.7% |
| 6M | -3.5% | -20.3% | +16.8% | +2.5% |
| YTD | +3.7% | -9.3% | +13.0% | +6.1% |
| 1Y | -7.9% | -2.7% | -5.2% | -7.7% |
| 3Y | +24.7% | +1.4% | +23.3% | +22.5% |
| 5Y | +13.6% | +9.6% | +4.0% | +8.0% |
| 10Y | +283.0% | +94.9% | +188.1% | +191.5% |
| All | +20,418.4% | +2,070.1% | +18,348.4% | +6,241.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling