+103.5%
SHEL vs TENB
-9.4%
+112.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +1.5% |
| 7D | +4.1% | -12.1% | +16.2% | +5.5% |
| 30D | +8.4% | -18.6% | +27.0% | +10.5% |
| 3M | +13.7% | +12.1% | +1.6% | +10.9% |
| 6M | +12.7% | +46.8% | -34.1% | +5.7% |
| YTD | +35.3% | +28.0% | +7.3% | +28.6% |
| 1Y | +39.4% | -1.4% | +40.8% | +37.0% |
| 3Y | +71.5% | -33.9% | +105.4% | +75.0% |
| 5Y | +195.0% | -34.6% | +229.6% | +188.2% |
| All | +103.5% | -9.4% | +112.9% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling