+20,427.4%
TXN vs SHW
+20,170.2%
+257.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.2% |
| 7D | +2.2% | -1.2% | +3.4% | +2.7% |
| 30D | -9.5% | -11.6% | +2.1% | -4.6% |
| 3M | -10.5% | +9.1% | -19.6% | -14.5% |
| 6M | +35.4% | -0.7% | +36.0% | +34.4% |
| YTD | +51.8% | +1.4% | +50.4% | +49.4% |
| 1Y | +42.9% | -12.3% | +55.2% | +49.3% |
| 3Y | +71.3% | +23.4% | +48.0% | +53.2% |
| 5Y | +58.0% | +15.0% | +43.0% | +41.8% |
| 10Y | +393.3% | +278.3% | +115.0% | +161.5% |
| All | +20,427.4% | +20,170.2% | +257.2% | +1,753.7% |
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 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