+77.7%
TSLA vs SHW
+41.6%
+36.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | +15.6% | +0.7% | +15.0% | +15.3% |
| 30D | +5.9% | +8.4% | -2.5% | +1.8% |
| 3M | +21.4% | -2.2% | +23.6% | +22.4% |
| 6M | -8.3% | +13.3% | -21.6% | -14.8% |
| YTD | -11.6% | +9.2% | -20.8% | -17.4% |
| 1Y | -7.7% | +2.9% | -10.6% | -10.4% |
| All | +77.7% | +41.6% | +36.1% | +48.3% |
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 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