+356.1%
SHW vs TYL
+168.7%
+187.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.7% |
| 7D | +3.5% | +6.7% | -3.2% | +1.4% |
| 30D | +9.2% | +26.5% | -17.3% | +1.3% |
| 3M | -5.1% | +37.3% | -42.4% | -14.7% |
| 6M | +6.8% | +31.2% | -24.3% | -3.3% |
| YTD | +7.0% | -7.4% | +14.3% | +7.5% |
| 1Y | +4.1% | -9.6% | +13.7% | +5.6% |
| 3Y | +41.1% | +1.9% | +39.2% | +34.8% |
| 5Y | +12.9% | -21.1% | +34.0% | +14.8% |
| All | +356.1% | +168.7% | +187.4% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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