+1,815.4%
TSM vs SHW
+275.0%
+1,540.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.2% |
| 7D | +4.8% | -3.2% | +8.0% | +6.1% |
| 30D | +4.0% | -11.4% | +15.4% | +9.0% |
| 3M | +2.0% | +3.5% | -1.5% | -0.2% |
| 6M | +25.5% | -3.4% | +28.9% | +26.0% |
| YTD | +44.0% | -0.3% | +44.3% | +42.6% |
| 1Y | +75.4% | -10.4% | +85.9% | +80.8% |
| 3Y | +406.7% | +21.3% | +385.4% | +356.9% |
| 5Y | +285.0% | +12.9% | +272.1% | +248.3% |
| 10Y | +1,815.4% | +284.1% | +1,531.3% | +1,077.0% |
| All | +1,815.4% | +275.0% | +1,540.4% | +1,077.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling