-63.4%
TTD vs SHW
+3.3%
-66.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +21.3% | +1.7% | +19.6% | +20.9% |
| 30D | +28.7% | +7.8% | +20.9% | +27.2% |
| 3M | +7.7% | -3.0% | +10.7% | +7.3% |
| 6M | -23.5% | +14.8% | -38.3% | -23.6% |
| YTD | -58.7% | +8.8% | -67.4% | -61.3% |
| 1Y | -63.4% | +4.2% | -67.7% | -65.3% |
| All | -63.4% | +3.3% | -66.7% | -65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling