+34.4%
TSLA vs SHW
+21.1%
+13.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.8% |
| 7D | +3.0% | -3.2% | +6.2% | +4.7% |
| 30D | +11.2% | -11.4% | +22.6% | +18.5% |
| 3M | -7.3% | +3.5% | -10.8% | -9.8% |
| 6M | -7.7% | -3.4% | -4.4% | -7.1% |
| YTD | -18.2% | -0.3% | -17.9% | -20.0% |
| 1Y | +6.0% | -10.4% | +16.4% | +11.0% |
| All | +34.4% | +21.1% | +13.4% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling