+70.0%
SHEL vs TE
-27.3%
+97.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.7% | +7.1% | +0.5% |
| 7D | +3.9% | +0.9% | +3.1% | +3.9% |
| 30D | +7.0% | -16.3% | +23.2% | +7.3% |
| 3M | +12.5% | -40.8% | +53.2% | +13.2% |
| 6M | +14.8% | -42.6% | +57.4% | +15.0% |
| YTD | +34.2% | -31.4% | +65.6% | +33.3% |
| 1Y | +37.0% | +144.9% | -107.9% | +29.8% |
| All | +70.0% | -27.3% | +97.3% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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