+419.8%
TXN vs SHW
+288.7%
+131.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +2.9% |
| 7D | +4.0% | -3.1% | +7.1% | +5.6% |
| 30D | -2.9% | -10.0% | +7.2% | +2.1% |
| 3M | -9.1% | +2.3% | -11.4% | -11.0% |
| 6M | +36.6% | +0.7% | +36.0% | +34.6% |
| YTD | +57.5% | +0.5% | +57.0% | +55.2% |
| 1Y | +49.5% | -11.5% | +61.0% | +56.5% |
| 3Y | +76.5% | +21.3% | +55.2% | +56.1% |
| 5Y | +62.4% | +12.5% | +49.9% | +45.1% |
| All | +419.8% | +288.7% | +131.1% | +166.7% |
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