+43.3%
SHEL vs TFC
+20.8%
+22.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -2.1% |
| 7D | -3.2% | +5.1% | -8.2% | -2.9% |
| 30D | +5.5% | +9.8% | -4.3% | +6.1% |
| 3M | +14.4% | -2.4% | +16.8% | +14.0% |
| 6M | +16.2% | +4.9% | +11.2% | +16.9% |
| YTD | +42.4% | +6.6% | +35.9% | +41.7% |
| 1Y | +43.3% | +21.3% | +22.0% | +36.6% |
| All | +43.3% | +20.8% | +22.5% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling