-51.7%
TSLL vs SHW
+54.3%
-106.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.6% |
| 7D | -11.0% | +4.2% | -15.3% | -14.1% |
| 30D | -5.3% | +11.3% | -16.6% | -15.0% |
| 3M | +20.8% | -1.8% | +22.6% | +21.8% |
| 6M | -36.0% | +12.7% | -48.7% | -44.5% |
| YTD | -47.3% | +10.4% | -57.7% | -54.3% |
| 1Y | -48.4% | +4.7% | -53.2% | -52.6% |
| 3Y | -5.4% | +42.7% | -48.1% | -35.7% |
| All | -51.7% | +54.3% | -106.0% | -71.0% |
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