+50,177.4%
TSCO vs SHW
+8,968.4%
+41,209.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.1% | +1.7% |
| 7D | +1.7% | -1.2% | +2.8% | +2.1% |
| 30D | +2.8% | -11.6% | +14.4% | +7.6% |
| 3M | +17.9% | +9.1% | +8.8% | +13.6% |
| 6M | -28.6% | -0.7% | -27.9% | -28.8% |
| YTD | -28.0% | +1.4% | -29.4% | -28.9% |
| 1Y | -39.9% | -12.3% | -27.6% | -37.4% |
| 3Y | -14.0% | +23.4% | -37.4% | -21.8% |
| 5Y | -2.9% | +15.0% | -17.9% | -11.3% |
| 10Y | +199.5% | +278.3% | -78.8% | +72.8% |
| All | +50,177.4% | +8,968.4% | +41,209.1% | +17,470.0% |
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