-40.9%
TSCO vs SHW
-7.8%
-33.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +0.8% | -3.2% | +4.0% | +2.0% |
| 30D | +5.5% | -9.5% | +15.0% | +9.4% |
| 3M | +20.0% | +11.5% | +8.5% | +14.4% |
| 6M | -29.8% | -3.5% | -26.2% | -29.0% |
| YTD | -28.7% | +3.7% | -32.4% | -29.4% |
| 1Y | -40.9% | -7.9% | -33.0% | -38.6% |
| All | -40.9% | -7.8% | -33.1% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling