+6,411.5%
TRV vs SHW
+20,170.2%
-13,758.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.2% |
| 7D | +0.5% | -1.2% | +1.6% | +0.9% |
| 30D | -4.9% | -11.6% | +6.7% | -0.8% |
| 3M | +23.7% | +9.1% | +14.6% | +19.5% |
| 6M | +20.3% | -0.7% | +21.0% | +19.6% |
| YTD | +27.1% | +1.4% | +25.7% | +25.1% |
| 1Y | +35.3% | -12.3% | +47.6% | +39.8% |
| 3Y | +139.8% | +23.4% | +116.4% | +117.4% |
| 5Y | +153.9% | +15.0% | +138.8% | +129.0% |
| 10Y | +285.9% | +278.3% | +7.6% | +125.7% |
| All | +6,411.5% | +20,170.2% | -13,758.8% | +1,111.0% |
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