+210.0%
SHEL vs TD
+306.3%
-96.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.3% |
| 7D | +4.1% | -0.5% | +4.7% | +4.5% |
| 30D | +8.4% | -1.9% | +10.3% | +9.6% |
| 3M | +13.7% | +4.8% | +9.0% | +8.9% |
| 6M | +12.7% | +28.0% | -15.3% | -8.4% |
| YTD | +35.3% | +30.3% | +5.0% | +8.1% |
| 1Y | +39.4% | +59.8% | -20.4% | -5.9% |
| 3Y | +71.5% | +124.7% | -53.2% | -15.3% |
| 5Y | +195.0% | +127.0% | +68.1% | +41.3% |
| All | +210.0% | +306.3% | -96.3% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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