-3.7%
TLT vs SHW
-11.3%
+7.6%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | +0.4% | -1.2% | +1.6% | +0.6% |
| 30D | -0.3% | -11.6% | +11.3% | +1.5% |
| 3M | -1.7% | +9.1% | -10.8% | -3.0% |
| 6M | -4.9% | -0.7% | -4.2% | -5.1% |
| YTD | -2.8% | +1.4% | -4.1% | -3.3% |
| All | -3.7% | -11.3% | +7.6% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling