+58.0%
SHEL vs TEM
+79.0%
-21.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.7% | +7.0% | +1.4% |
| 7D | +0.8% | -5.9% | +6.6% | +0.9% |
| 30D | -3.6% | +4.8% | -8.4% | -3.7% |
| 3M | +12.0% | +31.9% | -19.8% | +11.1% |
| 6M | +19.7% | +56.0% | -36.3% | +18.0% |
| YTD | +39.6% | +21.3% | +18.4% | +38.3% |
| 1Y | +36.4% | +5.4% | +31.1% | +35.6% |
| All | +58.0% | +79.0% | -21.0% | +55.8% |
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 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