-55.4%
TSLL vs SHW
+44.9%
-100.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.4% | -12.3% | -12.3% |
| 7D | +1.9% | -3.2% | +5.1% | +5.1% |
| 30D | +17.8% | -9.5% | +27.3% | +30.1% |
| 3M | -37.0% | +11.5% | -48.5% | -44.4% |
| 6M | -37.7% | -3.5% | -34.1% | -36.2% |
| YTD | -51.4% | +3.7% | -55.1% | -54.7% |
| 1Y | -23.4% | -7.9% | -15.5% | -19.6% |
| 3Y | -30.8% | +24.7% | -55.5% | -45.5% |
| All | -55.4% | +44.9% | -100.3% | -71.3% |
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