-12.3%
TLT vs SHW
+352.3%
-364.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -0.3% | +4.2% | -4.5% | -0.4% |
| 30D | +3.7% | +11.3% | -7.5% | +3.3% |
| 3M | -0.7% | -1.8% | +1.1% | -0.7% |
| 6M | -4.2% | +12.7% | -16.9% | -4.6% |
| YTD | -4.0% | +10.4% | -14.4% | -4.4% |
| 1Y | -5.8% | +4.7% | -10.6% | -6.1% |
| 3Y | +4.1% | +42.7% | -38.6% | +4.2% |
| 5Y | -34.8% | +14.5% | -49.4% | -36.3% |
| 10Y | -12.3% | +340.7% | -353.1% | -5.5% |
| All | -12.3% | +352.3% | -364.7% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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