-60.3%
TSLL vs SHW
+51.6%
-111.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.0% | -17.9% | -18.2% |
| 7D | -28.9% | +5.7% | -34.6% | -32.5% |
| 30D | -21.4% | +8.7% | -30.1% | -28.1% |
| 3M | +5.0% | -5.4% | +10.4% | +9.5% |
| 6M | -36.6% | +12.2% | -48.8% | -45.0% |
| YTD | -56.6% | +8.5% | -65.1% | -61.8% |
| 1Y | -60.9% | +4.9% | -65.8% | -64.3% |
| 3Y | -25.2% | +42.8% | -68.1% | -49.3% |
| All | -60.3% | +51.6% | -111.8% | -75.8% |
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