-1.1%
TLT vs SHW
+23.8%
-24.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | +0.4% | -1.2% | +1.6% | +0.6% |
| 30D | -0.3% | -11.6% | +11.3% | +2.1% |
| 3M | -1.7% | +9.1% | -10.8% | -3.6% |
| 6M | -4.9% | -0.7% | -4.2% | -5.1% |
| YTD | -2.8% | +1.4% | -4.1% | -3.6% |
| 1Y | -4.2% | -12.3% | +8.1% | -2.0% |
| 3Y | -1.1% | +23.4% | -24.5% | -9.9% |
| All | -1.1% | +23.8% | -24.9% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling