+558.1%
TTD vs SHW
+352.3%
+205.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.8% |
| 7D | +19.9% | +4.2% | +15.7% | +16.4% |
| 30D | +27.6% | +11.3% | +16.4% | +17.8% |
| 3M | +15.2% | -1.8% | +17.0% | +16.4% |
| 6M | -33.2% | +12.7% | -45.9% | -39.9% |
| YTD | -59.4% | +10.4% | -69.8% | -63.9% |
| 1Y | -64.4% | +4.7% | -69.1% | -67.0% |
| 3Y | -75.9% | +42.7% | -118.6% | -83.6% |
| 5Y | -82.6% | +14.5% | -97.2% | -85.9% |
| 10Y | +558.1% | +340.7% | +217.4% | +155.1% |
| All | +558.1% | +352.3% | +205.8% | +155.1% |
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