+344.0%
SHW vs TYL
+184.6%
+159.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -2.1% | +0.5% | -2.7% | -2.3% |
| 30D | +11.1% | +25.2% | -14.1% | +3.3% |
| 3M | -2.2% | +31.8% | -33.9% | -10.9% |
| 6M | +14.3% | +36.3% | -21.9% | +2.2% |
| YTD | +10.6% | -6.3% | +16.8% | +10.8% |
| 1Y | +4.1% | -9.5% | +13.5% | +5.5% |
| 3Y | +42.9% | +1.6% | +41.2% | +36.7% |
| 5Y | +14.2% | -21.8% | +36.0% | +16.6% |
| All | +344.0% | +184.6% | +159.4% | +196.2% |
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