+190.2%
SHEL vs TAP
0.0%
+190.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.1% | +6.6% | +3.2% |
| 7D | +1.9% | -2.3% | +4.2% | +2.3% |
| 30D | +8.7% | -9.4% | +18.1% | +10.3% |
| 3M | +11.0% | -0.8% | +11.8% | +10.7% |
| 6M | +14.6% | -14.7% | +29.3% | +17.2% |
| YTD | +33.3% | -13.9% | +47.2% | +35.8% |
| 1Y | +37.9% | -18.6% | +56.5% | +41.8% |
| 3Y | +69.7% | -32.0% | +101.8% | +80.3% |
| 5Y | +190.2% | -1.0% | +191.1% | +160.0% |
| All | +190.2% | 0.0% | +190.2% | +160.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling