+51.3%
SHEL vs TEM
+53.2%
-1.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +0.4% |
| 7D | +3.0% | -1.1% | +4.1% | +3.0% |
| 30D | +7.2% | +11.3% | -4.1% | +6.9% |
| 3M | +12.9% | +25.5% | -12.6% | +12.0% |
| 6M | +13.7% | +17.1% | -3.4% | +12.9% |
| YTD | +33.7% | +3.8% | +29.9% | +33.0% |
| 1Y | +37.9% | -24.4% | +62.2% | +38.3% |
| All | +51.3% | +53.2% | -1.9% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling