-37.7%
TSLL vs SHW
-4.0%
-33.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.4% | -12.3% | -12.1% |
| 7D | +1.9% | -3.2% | +5.1% | +3.8% |
| 30D | +17.8% | -9.5% | +27.3% | +24.9% |
| 3M | -37.0% | +11.5% | -48.5% | -40.8% |
| 6M | -37.7% | -3.5% | -34.1% | -30.2% |
| All | -37.7% | -4.0% | -33.7% | -30.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling