+225.7%
SHEL vs TEL
+707.4%
-481.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.4% |
| 7D | +3.0% | +1.2% | +1.8% | +2.3% |
| 30D | +7.2% | -4.1% | +11.3% | +9.0% |
| 3M | +12.9% | -2.6% | +15.5% | +12.9% |
| 6M | +13.7% | 0.0% | +13.7% | +10.4% |
| YTD | +33.7% | -9.1% | +42.7% | +34.9% |
| 1Y | +37.9% | -0.8% | +38.7% | +32.4% |
| 3Y | +70.2% | +67.4% | +2.9% | +21.8% |
| 5Y | +192.3% | +51.8% | +140.6% | +112.7% |
| 10Y | +207.3% | +299.4% | -92.1% | +33.9% |
| All | +225.7% | +707.4% | -481.7% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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