-54.3%
TSLL vs SHW
+3.6%
-57.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.0% | +9.1% |
| 7D | -21.2% | +3.5% | -24.7% | -21.6% |
| 30D | -13.3% | +9.2% | -22.5% | -16.0% |
| 3M | +15.4% | -5.1% | +20.5% | +19.4% |
| 6M | -34.2% | +6.8% | -41.1% | -35.6% |
| YTD | -52.9% | +7.0% | -59.9% | -55.1% |
| 1Y | -54.3% | +4.1% | -58.4% | -55.8% |
| All | -54.3% | +3.6% | -57.9% | -55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling