-48.9%
TSLL vs SHW
+54.5%
-103.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.7% |
| 7D | +0.5% | -2.1% | +2.6% | +3.4% |
| 30D | +2.7% | +11.1% | -8.4% | -7.8% |
| 3M | +26.3% | -2.2% | +28.4% | +27.7% |
| 6M | -37.2% | +14.3% | -51.5% | -46.2% |
| YTD | -44.2% | +10.6% | -54.8% | -51.7% |
| 1Y | -44.0% | +4.1% | -48.0% | -48.0% |
| 3Y | 0.0% | +42.9% | -42.8% | -32.0% |
| All | -48.9% | +54.5% | -103.4% | -69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling