+13,634.3%
TSM vs SHW
+5,246.8%
+8,387.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.4% | +2.7% |
| 7D | +2.7% | -3.2% | +6.0% | +4.2% |
| 30D | +3.6% | -9.5% | +13.1% | +8.3% |
| 3M | -3.4% | +11.5% | -14.8% | -8.9% |
| 6M | +20.6% | -3.5% | +24.2% | +21.3% |
| YTD | +41.9% | +3.7% | +38.1% | +37.8% |
| 1Y | +84.4% | -7.9% | +92.3% | +88.2% |
| 3Y | +380.2% | +24.7% | +355.5% | +321.6% |
| 5Y | +275.3% | +13.6% | +261.7% | +232.9% |
| 10Y | +1,751.4% | +283.0% | +1,468.4% | +785.0% |
| All | +13,634.3% | +5,246.8% | +8,387.6% | +1,300.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling