+275.3%
TMUS vs SHW
+1,895.8%
-1,620.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.5% |
| 7D | +3.6% | +3.5% | +0.1% | +2.0% |
| 30D | -3.4% | +9.2% | -12.6% | -6.9% |
| 3M | -9.5% | -5.1% | -4.4% | -7.8% |
| 6M | -15.2% | +6.8% | -22.0% | -18.1% |
| YTD | -18.9% | +7.0% | -25.9% | -22.4% |
| 1Y | -17.7% | +4.1% | -21.8% | -20.4% |
| 3Y | +15.6% | +41.1% | -25.4% | -4.2% |
| 5Y | +38.9% | +12.9% | +26.0% | +22.6% |
| 10Y | +245.3% | +366.3% | -121.1% | +45.2% |
| All | +275.3% | +1,895.8% | -1,620.5% | -30.9% |
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