+210.7%
SHEL vs TAP
-47.8%
+258.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -3.9% | -8.0% | +4.1% | -1.1% |
| 30D | -3.7% | +4.1% | -7.7% | -5.4% |
| 3M | +9.1% | -4.4% | +13.4% | +10.0% |
| 6M | +16.7% | -1.9% | +18.6% | +16.0% |
| YTD | +36.8% | -12.1% | +48.9% | +40.4% |
| 1Y | +31.8% | -12.0% | +43.8% | +35.0% |
| 3Y | +67.9% | -25.0% | +92.9% | +78.4% |
| 5Y | +163.3% | -1.1% | +164.4% | +136.6% |
| 10Y | +210.7% | -47.6% | +258.3% | +189.1% |
| All | +210.7% | -47.8% | +258.5% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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