+328.6%
TMO vs SHW
+288.7%
+39.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.3% |
| 7D | -0.6% | -3.1% | +2.5% | +0.7% |
| 30D | +1.1% | -10.0% | +11.2% | +5.7% |
| 3M | +28.3% | +2.3% | +26.1% | +26.6% |
| 6M | +23.3% | +0.7% | +22.6% | +21.8% |
| YTD | +5.5% | +0.5% | +5.0% | +4.0% |
| 1Y | +24.5% | -11.5% | +36.0% | +29.4% |
| 3Y | +19.6% | +21.3% | -1.8% | +7.7% |
| 5Y | +8.1% | +12.5% | -4.4% | -1.8% |
| All | +328.6% | +288.7% | +39.9% | +137.0% |
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