+210.0%
SHEL vs TECK
+377.7%
-167.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +4.1% | -3.8% | +8.0% | +5.2% |
| 30D | +8.4% | +0.7% | +7.6% | +7.9% |
| 3M | +13.7% | +4.6% | +9.1% | +11.0% |
| 6M | +12.7% | +25.1% | -12.4% | +2.5% |
| YTD | +35.3% | +39.2% | -3.9% | +18.0% |
| 1Y | +39.4% | +60.3% | -21.0% | +15.2% |
| 3Y | +71.5% | +62.9% | +8.6% | +34.2% |
| 5Y | +195.0% | +181.5% | +13.5% | +80.0% |
| All | +210.0% | +377.7% | -167.7% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 10y: compounded portfolio wealth divided by compounded TECK 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…
10y analysis · Full analysis span regression · 6 months rolling