+430.9%
TTD vs SHW
+325.2%
+105.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.5% |
| 7D | +20.8% | -2.1% | +22.9% | +23.0% |
| 30D | +33.8% | +11.1% | +22.7% | +23.8% |
| 3M | +17.8% | -2.2% | +20.0% | +19.4% |
| 6M | -25.7% | +14.3% | -40.1% | -33.8% |
| YTD | -57.9% | +10.6% | -68.5% | -62.5% |
| 1Y | -63.8% | +4.1% | -67.9% | -66.3% |
| 3Y | -75.0% | +42.9% | -117.9% | -82.9% |
| 5Y | -82.5% | +14.2% | -96.7% | -85.7% |
| 10Y | +527.9% | +346.7% | +181.2% | +135.0% |
| All | +430.9% | +325.2% | +105.7% | +103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling