+575.5%
SHEL vs TECK
+2,265.7%
-1,690.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.6% | +1.5% |
| 7D | +1.9% | +7.8% | -5.8% | 0.0% |
| 30D | +8.7% | +8.3% | +0.4% | +6.4% |
| 3M | +11.0% | +16.1% | -5.1% | +5.9% |
| 6M | +14.6% | +42.9% | -28.3% | +2.6% |
| YTD | +33.3% | +50.8% | -17.5% | +17.1% |
| 1Y | +37.9% | +106.1% | -68.2% | +10.8% |
| 3Y | +69.7% | +84.0% | -14.3% | +36.0% |
| 5Y | +190.2% | +223.5% | -33.3% | +93.8% |
| 10Y | +197.0% | +378.1% | -181.1% | +62.2% |
| All | +575.5% | +2,265.7% | -1,690.2% | +167.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling