+110.0%
SHEL vs TE
-48.3%
+158.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.0% | -7.5% | +2.2% |
| 7D | +1.9% | +18.2% | -16.3% | +1.3% |
| 30D | +8.7% | -13.5% | +22.2% | +9.1% |
| 3M | +11.0% | -44.6% | +55.5% | +12.7% |
| 6M | +14.6% | -24.7% | +39.3% | +13.7% |
| YTD | +33.3% | -24.3% | +57.5% | +31.5% |
| 1Y | +37.9% | +155.6% | -117.7% | +26.2% |
| 3Y | +69.7% | -18.3% | +88.0% | +60.6% |
| 5Y | +190.2% | -41.3% | +231.4% | +172.0% |
| All | +110.0% | -48.3% | +158.3% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling