+159.7%
TRV vs SHW
+11.4%
+148.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.2% | +1.7% |
| 7D | +1.9% | -3.1% | +5.0% | +2.7% |
| 30D | +1.7% | -10.0% | +11.7% | +4.2% |
| 3M | +23.9% | +2.3% | +21.6% | +22.9% |
| 6M | +26.3% | +0.7% | +25.6% | +25.4% |
| YTD | +30.8% | +0.5% | +30.3% | +29.7% |
| 1Y | +36.3% | -11.5% | +47.8% | +39.3% |
| 3Y | +145.0% | +21.3% | +123.7% | +132.6% |
| All | +159.7% | +11.4% | +148.2% | +145.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling