+320.5%
TMUS vs SHW
+1,835.6%
-1,515.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.6% |
| 7D | +0.1% | -3.2% | +3.3% | +1.4% |
| 30D | +5.3% | -9.5% | +14.8% | +9.5% |
| 3M | +3.1% | +11.5% | -8.3% | -1.8% |
| 6M | -16.5% | -3.5% | -12.9% | -16.2% |
| YTD | -9.2% | +3.7% | -12.9% | -11.8% |
| 1Y | -26.5% | -7.9% | -18.6% | -25.2% |
| 3Y | +39.0% | +24.7% | +14.3% | +21.5% |
| 5Y | +40.4% | +13.6% | +26.8% | +23.3% |
| 10Y | +303.7% | +283.0% | +20.8% | +86.6% |
| All | +320.5% | +1,835.6% | -1,515.1% | -21.5% |
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 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