+188.8%
SHEL vs TDY
+39.0%
+149.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | +4.1% | -1.1% | +5.2% | +4.4% |
| 30D | +8.4% | -12.0% | +20.4% | +12.0% |
| 3M | +13.7% | -3.2% | +16.9% | +14.3% |
| 6M | +12.7% | -7.9% | +20.6% | +14.5% |
| YTD | +35.3% | +18.2% | +17.1% | +27.5% |
| 1Y | +39.4% | +6.7% | +32.7% | +35.2% |
| 3Y | +71.5% | +47.5% | +23.9% | +47.9% |
| All | +188.8% | +39.0% | +149.8% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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