+43.3%
SHEL vs TEM
-11.1%
+54.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -2.3% |
| 7D | -3.2% | -1.3% | -1.9% | -3.1% |
| 30D | +5.5% | -9.5% | +15.0% | +5.5% |
| 3M | +14.4% | +60.7% | -46.3% | +16.0% |
| 6M | +16.2% | +35.5% | -19.3% | +17.5% |
| YTD | +42.4% | +28.0% | +14.4% | +43.1% |
| 1Y | +43.3% | -10.5% | +53.8% | +44.0% |
| All | +43.3% | -11.1% | +54.4% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling