+50.8%
SHEL vs TEM
+60.7%
-9.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +2.6% |
| 7D | +1.9% | +3.2% | -1.3% | +1.9% |
| 30D | +8.7% | +23.5% | -14.9% | +8.1% |
| 3M | +11.0% | +32.3% | -21.3% | +10.0% |
| 6M | +14.6% | +23.0% | -8.5% | +13.6% |
| YTD | +33.3% | +8.9% | +24.4% | +32.5% |
| 1Y | +37.9% | -19.9% | +57.7% | +38.1% |
| All | +50.8% | +60.7% | -9.9% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling