+8,131.0%
TMO vs SHW
+19,831.5%
-11,700.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.0% |
| 7D | -0.5% | -3.2% | +2.7% | +0.7% |
| 30D | +1.0% | -11.4% | +12.4% | +5.3% |
| 3M | +22.7% | +3.5% | +19.2% | +20.8% |
| 6M | +19.0% | -3.4% | +22.4% | +19.6% |
| YTD | +4.7% | -0.3% | +5.1% | +4.0% |
| 1Y | +26.0% | -10.4% | +36.4% | +29.6% |
| 3Y | +18.0% | +21.3% | -3.3% | +8.7% |
| 5Y | +8.0% | +12.9% | -4.9% | 0.0% |
| 10Y | +333.8% | +284.1% | +49.7% | +161.2% |
| All | +8,131.0% | +19,831.5% | -11,700.4% | +1,491.2% |
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