+265.7%
TSM vs SHW
+11.1%
+254.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +6.2% | +1.9% | +4.3% | +5.6% |
| 30D | -7.3% | +8.1% | -15.3% | -10.0% |
| 3M | -7.1% | -2.8% | -4.3% | -6.6% |
| 6M | +0.2% | +15.0% | -14.8% | -5.8% |
| YTD | +32.2% | +9.0% | +23.2% | +26.7% |
| 1Y | +42.8% | +4.5% | +38.3% | +38.8% |
| 3Y | +330.4% | +41.9% | +288.5% | +273.9% |
| All | +265.7% | +11.1% | +254.6% | +214.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling