+192.5%
SHEL vs TCOM
+21.5%
+171.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.5% |
| 7D | +3.9% | -6.5% | +10.5% | +4.6% |
| 30D | +7.0% | -16.2% | +23.2% | +8.8% |
| 3M | +12.5% | -19.3% | +31.8% | +14.7% |
| 6M | +14.8% | -27.2% | +42.0% | +18.2% |
| YTD | +34.2% | -46.2% | +80.4% | +42.1% |
| 1Y | +37.0% | -46.6% | +83.6% | +45.1% |
| 3Y | +70.9% | +8.4% | +62.5% | +63.5% |
| 5Y | +192.5% | +25.8% | +166.7% | +179.7% |
| All | +192.5% | +21.5% | +171.0% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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