+508.5%
TTD vs SHW
+339.2%
+169.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +21.3% | +1.9% | +19.4% | +19.9% |
| 30D | +28.7% | +8.1% | +20.7% | +21.4% |
| 3M | +7.7% | -2.8% | +10.5% | +9.6% |
| 6M | -23.5% | +15.0% | -38.5% | -32.3% |
| YTD | -58.7% | +9.0% | -67.7% | -62.9% |
| 1Y | -63.4% | +4.5% | -67.9% | -66.1% |
| 3Y | -75.3% | +41.9% | -117.1% | -83.1% |
| 5Y | -84.4% | +10.7% | -95.1% | -87.0% |
| All | +508.5% | +339.2% | +169.2% | +125.6% |
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