+188.8%
SHEL vs TDG
+126.1%
+62.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.6% |
| 7D | +4.1% | -1.9% | +6.0% | +4.5% |
| 30D | +8.4% | -7.7% | +16.1% | +10.1% |
| 3M | +13.7% | -9.3% | +23.0% | +15.7% |
| 6M | +12.7% | -9.4% | +22.1% | +14.1% |
| YTD | +35.3% | -14.3% | +49.6% | +38.4% |
| 1Y | +39.4% | -11.8% | +51.2% | +41.1% |
| 3Y | +71.5% | +52.0% | +19.5% | +38.4% |
| All | +188.8% | +126.1% | +62.7% | +95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling