-31.9%
TSCO vs SHW
-0.7%
-31.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.0% |
| 7D | -2.5% | -3.2% | +0.7% | -1.2% |
| 30D | -1.1% | -11.4% | +10.3% | +3.8% |
| 3M | +14.3% | +3.5% | +10.8% | +11.7% |
| 6M | -31.9% | -3.4% | -28.5% | -30.3% |
| All | -31.9% | -0.7% | -31.2% | -30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling