+309.1%
TMUS vs SHW
+275.8%
+33.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.8% |
| 7D | -0.3% | -1.2% | +0.9% | +0.1% |
| 30D | +3.1% | -11.6% | +14.7% | +7.1% |
| 3M | +2.4% | +9.1% | -6.7% | -0.7% |
| 6M | -17.1% | -0.7% | -16.4% | -17.6% |
| YTD | -9.1% | +1.4% | -10.4% | -10.4% |
| 1Y | -23.6% | -12.3% | -11.3% | -21.2% |
| 3Y | +38.8% | +23.4% | +15.5% | +25.4% |
| 5Y | +43.0% | +15.0% | +27.9% | +29.5% |
| 10Y | +309.1% | +278.3% | +30.8% | +122.4% |
| All | +309.1% | +275.8% | +33.3% | +122.4% |
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 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