+36.0%
TSM vs SHW
+7.3%
+28.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.6% | -8.9% | -3.1% |
| 7D | -10.0% | +13.3% | -23.3% | -11.8% |
| 30D | -18.5% | +14.1% | -32.7% | -20.6% |
| 3M | -4.9% | +0.8% | -5.6% | -4.3% |
| 6M | -1.0% | +17.6% | -18.6% | -5.8% |
| YTD | +31.3% | +13.0% | +18.3% | +27.3% |
| 1Y | +36.0% | +7.0% | +29.0% | +33.1% |
| All | +36.0% | +7.3% | +28.7% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling