-83.3%
TTD vs SHW
+23.8%
-107.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.6% | -2.0% |
| 7D | +1.7% | -1.2% | +2.9% | +2.2% |
| 30D | +1.6% | -11.6% | +13.2% | +6.4% |
| 3M | -27.8% | +9.1% | -37.0% | -30.3% |
| 6M | -52.1% | -0.7% | -51.5% | -52.3% |
| YTD | -63.1% | +1.4% | -64.4% | -64.1% |
| 1Y | -73.1% | -12.3% | -60.8% | -71.7% |
| 3Y | -83.3% | +23.4% | -106.7% | -85.9% |
| All | -83.3% | +23.8% | -107.1% | -85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling