+56.4%
TXN vs SHW
+11.7%
+44.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | +2.0% | -4.5% | +6.4% | +3.9% |
| 30D | -8.0% | -12.7% | +4.7% | -2.8% |
| 3M | -7.8% | +4.7% | -12.4% | -10.4% |
| 6M | +32.4% | -3.4% | +35.8% | +33.0% |
| YTD | +51.7% | -1.3% | +53.0% | +51.0% |
| 1Y | +44.3% | -10.4% | +54.6% | +49.3% |
| 3Y | +71.3% | +20.1% | +51.2% | +56.6% |
| 5Y | +56.4% | +10.5% | +45.9% | +46.1% |
| All | +56.4% | +11.7% | +44.7% | +46.1% |
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