-29.4%
TSCO vs SHW
+7.3%
-36.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.6% | -2.4% | +1.0% |
| 7D | +15.7% | +13.3% | +2.4% | +9.0% |
| 30D | +16.4% | +14.1% | +2.3% | +9.5% |
| 3M | +11.2% | +0.8% | +10.4% | +9.9% |
| 6M | +14.9% | +17.6% | -2.7% | +5.9% |
| YTD | -25.4% | +13.0% | -38.4% | -29.8% |
| 1Y | -29.4% | +7.0% | -36.4% | -31.9% |
| All | -29.4% | +7.3% | -36.7% | -31.9% |
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 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