+881.6%
SHEL vs TD
+7,806.2%
-6,924.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.5% | +3.0% |
| 7D | +1.9% | +0.9% | +1.1% | +1.4% |
| 30D | +8.7% | -0.7% | +9.3% | +8.8% |
| 3M | +11.0% | +6.3% | +4.7% | +7.1% |
| 6M | +14.6% | +27.9% | -13.4% | -0.1% |
| YTD | +33.3% | +29.8% | +3.5% | +15.2% |
| 1Y | +37.9% | +63.7% | -25.8% | +5.4% |
| 3Y | +69.7% | +128.3% | -58.6% | +7.5% |
| 5Y | +190.1% | +125.5% | +64.6% | +85.3% |
| 10Y | +197.0% | +296.7% | -99.7% | +48.0% |
| All | +881.6% | +7,806.2% | -6,924.6% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling