+234.7%
TMUS vs SHW
+371.2%
-136.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.0% | +0.1% | +2.9% |
| 7D | +5.3% | +1.6% | +3.8% | +4.8% |
| 30D | +13.5% | +12.1% | +1.5% | +9.5% |
| 3M | -4.2% | -3.0% | -1.3% | -3.5% |
| 6M | -11.9% | +13.5% | -25.4% | -15.8% |
| YTD | -15.6% | +11.2% | -26.8% | -19.2% |
| 1Y | -16.8% | +6.2% | -23.0% | -19.2% |
| 3Y | +20.8% | +45.6% | -24.8% | +3.4% |
| 5Y | +48.0% | +15.6% | +32.5% | +35.6% |
| 10Y | +234.7% | +356.5% | -121.7% | +78.3% |
| All | +234.7% | +371.2% | -136.4% | +78.3% |
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 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