+207.3%
SHEL vs TAP
-51.4%
+258.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +3.0% | -5.1% | +8.1% | +4.9% |
| 30D | +7.2% | -8.4% | +15.7% | +10.4% |
| 3M | +12.9% | -3.9% | +16.8% | +13.7% |
| 6M | +13.7% | -14.4% | +28.1% | +19.0% |
| YTD | +33.7% | -14.7% | +48.4% | +39.3% |
| 1Y | +37.9% | -18.7% | +56.5% | +45.7% |
| 3Y | +70.2% | -32.6% | +102.9% | +89.3% |
| 5Y | +192.3% | -1.4% | +193.7% | +162.7% |
| 10Y | +207.3% | -50.4% | +257.7% | +199.8% |
| All | +207.3% | -51.4% | +258.7% | +199.8% |
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