+100.4%
SHEL vs TENB
+1.4%
+99.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +2.7% |
| 7D | +1.9% | -5.0% | +6.9% | +2.5% |
| 30D | +8.7% | -7.4% | +16.0% | +9.2% |
| 3M | +11.0% | +22.3% | -11.3% | +7.3% |
| 6M | +14.6% | +60.2% | -45.6% | +6.5% |
| YTD | +33.3% | +43.2% | -9.9% | +25.2% |
| 1Y | +37.9% | +8.2% | +29.7% | +34.3% |
| 3Y | +69.7% | -23.8% | +93.5% | +70.4% |
| 5Y | +190.2% | -26.9% | +217.0% | +180.0% |
| All | +100.4% | +1.4% | +99.1% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling