+128.4%
TLT vs SHW
+5,155.4%
-5,027.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.4% |
| 7D | -0.3% | +4.2% | -4.5% | -0.1% |
| 30D | +3.7% | +11.3% | -7.5% | +4.3% |
| 3M | -0.7% | -1.8% | +1.1% | -0.7% |
| 6M | -4.2% | +12.7% | -16.9% | -3.5% |
| YTD | -4.0% | +10.4% | -14.4% | -3.3% |
| 1Y | -5.8% | +4.7% | -10.6% | -5.5% |
| 3Y | +4.1% | +42.7% | -38.6% | +7.3% |
| 5Y | -34.8% | +14.5% | -49.4% | -34.2% |
| 10Y | -12.3% | +340.7% | -353.1% | +5.4% |
| All | +128.4% | +5,155.4% | -5,027.0% | +276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling