-56.8%
TSLL vs SHW
+49.4%
-106.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.0% | +9.9% |
| 7D | -21.2% | +3.5% | -24.7% | -23.7% |
| 30D | -13.3% | +9.2% | -22.5% | -21.2% |
| 3M | +15.4% | -5.1% | +20.5% | +19.7% |
| 6M | -34.2% | +6.8% | -41.1% | -40.1% |
| YTD | -52.9% | +7.0% | -59.9% | -58.0% |
| 1Y | -54.3% | +4.1% | -58.4% | -58.2% |
| 3Y | -18.4% | +41.1% | -59.4% | -44.0% |
| All | -56.8% | +49.4% | -106.3% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling