+13.8%
SHW vs TYL
-19.5%
+33.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.5% |
| 7D | +5.7% | +15.1% | -9.4% | +1.5% |
| 30D | +8.7% | +30.1% | -21.4% | +0.8% |
| 3M | -5.4% | +40.4% | -45.8% | -14.5% |
| 6M | +12.2% | +31.3% | -19.0% | +2.8% |
| YTD | +8.5% | -5.2% | +13.7% | +9.5% |
| 1Y | +4.9% | -6.6% | +11.5% | +6.4% |
| 3Y | +42.8% | +3.4% | +39.5% | +37.4% |
| All | +13.8% | -19.5% | +33.3% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling