-49.1%
TSLL vs SHW
+52.3%
-101.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.5% |
| 7D | +17.8% | +1.9% | +15.9% | +16.0% |
| 30D | +8.2% | +8.1% | +0.2% | -0.2% |
| 3M | +20.9% | -2.8% | +23.6% | +22.8% |
| 6M | -37.5% | +15.0% | -52.5% | -46.9% |
| YTD | -44.5% | +9.0% | -53.5% | -51.3% |
| 1Y | -33.0% | +4.5% | -37.4% | -38.5% |
| 3Y | -6.4% | +41.9% | -48.2% | -36.0% |
| All | -49.1% | +52.3% | -101.4% | -69.1% |
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