+69.7%
SHEL vs TAP
-31.5%
+101.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.1% | +6.6% | +2.8% |
| 7D | +1.9% | -2.3% | +4.2% | +2.1% |
| 30D | +8.7% | -9.4% | +18.1% | +9.4% |
| 3M | +11.0% | -0.8% | +11.8% | +10.8% |
| 6M | +14.6% | -14.7% | +29.3% | +15.9% |
| YTD | +33.3% | -13.9% | +47.2% | +34.4% |
| 1Y | +37.9% | -18.6% | +56.5% | +39.9% |
| 3Y | +69.7% | -32.0% | +101.8% | +76.6% |
| All | +69.7% | -31.5% | +101.2% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling