+51.8%
SHEL vs TEM
+46.9%
+5.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.5% |
| 7D | +3.9% | -9.2% | +13.1% | +4.1% |
| 30D | +7.0% | +5.5% | +1.5% | +6.7% |
| 3M | +12.5% | +18.7% | -6.2% | +11.8% |
| 6M | +14.8% | +15.4% | -0.6% | +13.9% |
| YTD | +34.2% | -0.5% | +34.7% | +33.6% |
| 1Y | +37.0% | -24.8% | +61.8% | +37.4% |
| All | +51.8% | +46.9% | +5.0% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling