+5.0%
TSLL vs SHW
-3.7%
+8.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.0% | -17.9% | -21.5% |
| 7D | -28.9% | +5.7% | -34.6% | -26.5% |
| 30D | -21.4% | +8.7% | -30.1% | -19.1% |
| 3M | +5.0% | -5.4% | +10.4% | +29.6% |
| All | +5.0% | -3.7% | +8.7% | +29.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling