+46.3%
TSLA vs SHW
+16.0%
+30.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +5.1% |
| 7D | +3.4% | -1.2% | +4.6% | +3.9% |
| 30D | +12.0% | -11.6% | +23.6% | +19.1% |
| 3M | -10.0% | +9.1% | -19.1% | -14.5% |
| 6M | -7.2% | -0.7% | -6.5% | -7.9% |
| YTD | -18.1% | +1.4% | -19.5% | -20.1% |
| 1Y | +6.3% | -12.3% | +18.6% | +11.8% |
| 3Y | +48.2% | +23.4% | +24.8% | +29.6% |
| All | +46.3% | +16.0% | +30.3% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling