+440.8%
SHEL vs TDY
+6,969.6%
-6,528.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +3.9% | -1.9% | +5.8% | +4.4% |
| 30D | +7.0% | -12.5% | +19.5% | +10.3% |
| 3M | +12.5% | -0.8% | +13.3% | +12.4% |
| 6M | +14.8% | -9.0% | +23.7% | +16.8% |
| YTD | +34.2% | +16.8% | +17.4% | +28.4% |
| 1Y | +37.0% | +9.5% | +27.5% | +32.9% |
| 3Y | +70.9% | +45.4% | +25.5% | +53.5% |
| 5Y | +192.5% | +37.8% | +154.7% | +164.0% |
| 10Y | +208.5% | +470.2% | -261.8% | +112.2% |
| All | +440.8% | +6,969.6% | -6,528.8% | +191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling