-80.8%
TTD vs SHW
+11.7%
-92.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.3% |
| 7D | -7.4% | -4.5% | -3.0% | -4.5% |
| 30D | +3.0% | -12.7% | +15.7% | +12.9% |
| 3M | -27.6% | +4.7% | -32.3% | -30.5% |
| 6M | -49.5% | -3.4% | -46.1% | -49.3% |
| YTD | -63.2% | -1.3% | -61.9% | -64.3% |
| 1Y | -69.7% | -10.4% | -59.4% | -68.5% |
| 3Y | -83.3% | +20.1% | -103.4% | -87.3% |
| 5Y | -80.8% | +10.5% | -91.3% | -84.5% |
| All | -80.8% | +11.7% | -92.6% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling