+71.5%
SHEL vs TDG
+52.1%
+19.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.8% |
| 7D | +4.1% | -1.9% | +6.0% | +4.2% |
| 30D | +8.4% | -7.7% | +16.1% | +8.7% |
| 3M | +13.7% | -9.3% | +23.0% | +14.1% |
| 6M | +12.7% | -9.4% | +22.1% | +13.0% |
| YTD | +35.3% | -14.3% | +49.6% | +36.2% |
| 1Y | +39.4% | -11.8% | +51.2% | +39.5% |
| 3Y | +71.5% | +52.0% | +19.5% | +48.2% |
| All | +71.5% | +52.1% | +19.3% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 3y: compounded portfolio wealth divided by compounded TDG 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…
3y analysis · Full analysis span regression · 6 months rolling