+341.5%
TSM vs SHW
+43.4%
+298.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +2.2% |
| 7D | -2.5% | +1.6% | -4.1% | -3.0% |
| 30D | -14.3% | +12.1% | -26.3% | -17.8% |
| 3M | -7.2% | -3.0% | -4.3% | -6.2% |
| 6M | -5.1% | +13.5% | -18.7% | -10.7% |
| YTD | +28.9% | +11.2% | +17.6% | +22.1% |
| 1Y | +37.1% | +6.2% | +30.9% | +32.4% |
| 3Y | +341.5% | +45.6% | +295.8% | +253.4% |
| All | +341.5% | +43.4% | +298.1% | +253.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling