+361.1%
TTD vs SHW
+283.2%
+77.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | +0.2% |
| 7D | -4.6% | -3.2% | -1.4% | -2.3% |
| 30D | +3.7% | -11.4% | +15.1% | +13.3% |
| 3M | -30.2% | +3.5% | -33.7% | -32.6% |
| 6M | -51.4% | -3.4% | -48.0% | -51.3% |
| YTD | -63.4% | -0.3% | -63.1% | -64.8% |
| 1Y | -73.5% | -10.4% | -63.1% | -72.4% |
| 3Y | -83.5% | +21.3% | -104.8% | -87.1% |
| 5Y | -80.9% | +12.9% | -93.8% | -84.3% |
| All | +361.1% | +283.2% | +77.9% | +91.6% |
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