+356.5%
SHW vs TYL
+174.6%
+181.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.2% |
| 7D | +1.6% | +3.5% | -1.9% | +0.5% |
| 30D | +12.1% | +26.9% | -14.8% | +3.8% |
| 3M | -3.0% | +33.8% | -36.8% | -12.0% |
| 6M | +13.5% | +28.8% | -15.3% | +3.4% |
| YTD | +11.2% | -7.9% | +19.1% | +12.1% |
| 1Y | +6.2% | -9.8% | +16.0% | +7.7% |
| 3Y | +45.6% | +1.2% | +44.4% | +39.5% |
| 5Y | +15.6% | -22.8% | +38.4% | +18.5% |
| 10Y | +356.5% | +168.8% | +187.7% | +212.5% |
| All | +356.5% | +174.6% | +181.9% | +212.5% |
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