+1,598.5%
TSM vs SHW
+352.3%
+1,246.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.3% |
| 7D | -2.1% | +4.2% | -6.3% | -3.7% |
| 30D | -12.5% | +11.3% | -23.8% | -16.6% |
| 3M | -5.0% | -1.8% | -3.2% | -4.9% |
| 6M | -3.2% | +12.7% | -15.9% | -9.2% |
| YTD | +31.5% | +10.4% | +21.0% | +24.2% |
| 1Y | +35.7% | +4.7% | +31.0% | +30.9% |
| 3Y | +323.5% | +42.7% | +280.8% | +254.4% |
| 5Y | +263.4% | +14.5% | +248.8% | +225.8% |
| 10Y | +1,598.5% | +340.7% | +1,257.8% | +852.3% |
| All | +1,598.5% | +352.3% | +1,246.2% | +852.3% |
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 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