+39.1%
TMUS vs SHW
+27.6%
+11.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.5% |
| 7D | +0.1% | -3.2% | +3.3% | +0.7% |
| 30D | +5.3% | -9.5% | +14.8% | +7.3% |
| 3M | +3.1% | +11.5% | -8.3% | +0.8% |
| 6M | -16.5% | -3.5% | -12.9% | -16.1% |
| YTD | -9.2% | +3.7% | -12.9% | -10.2% |
| 1Y | -26.5% | -7.9% | -18.6% | -25.5% |
| All | +39.1% | +27.6% | +11.4% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling