-34.5%
TLT vs SHW
+11.1%
-45.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.1% | +1.9% | -5.0% | -3.4% |
| 30D | +1.0% | +8.1% | -7.0% | -0.4% |
| 3M | -2.7% | -2.8% | +0.1% | -2.4% |
| 6M | -4.1% | +15.0% | -19.2% | -6.7% |
| YTD | -5.4% | +9.0% | -14.4% | -7.3% |
| 1Y | -7.0% | +4.5% | -11.5% | -8.3% |
| 3Y | +2.8% | +41.9% | -39.0% | -3.8% |
| All | -34.5% | +11.1% | -45.6% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling