+2,595.5%
SHEL vs TAP
+806.5%
+1,789.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -3.9% | -8.0% | +4.1% | -2.2% |
| 30D | -3.7% | +4.1% | -7.7% | -4.7% |
| 3M | +9.1% | -4.4% | +13.4% | +9.7% |
| 6M | +16.7% | -1.9% | +18.6% | +16.4% |
| YTD | +36.8% | -12.1% | +48.9% | +39.1% |
| 1Y | +31.8% | -12.0% | +43.8% | +33.9% |
| 3Y | +67.9% | -25.0% | +92.9% | +74.5% |
| 5Y | +163.3% | -1.1% | +164.4% | +154.3% |
| 10Y | +210.7% | -47.6% | +258.3% | +230.1% |
| All | +2,595.5% | +806.5% | +1,789.0% | +1,917.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling