+192.5%
SHEL vs TECK
+180.4%
+12.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.3% | +6.7% | +1.8% |
| 7D | +3.9% | -4.2% | +8.2% | +4.9% |
| 30D | +7.0% | -0.4% | +7.3% | +6.8% |
| 3M | +12.5% | +10.1% | +2.3% | +9.0% |
| 6M | +14.8% | +26.0% | -11.2% | +6.1% |
| YTD | +34.2% | +38.0% | -3.9% | +20.3% |
| 1Y | +37.0% | +63.8% | -26.8% | +16.4% |
| 3Y | +70.9% | +68.5% | +2.4% | +37.3% |
| 5Y | +192.5% | +179.2% | +13.4% | +94.8% |
| All | +192.5% | +180.4% | +12.1% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling