+216.1%
SHEL vs TFC
+77.1%
+139.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +1.0% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -4.3% | +8.6% | -12.9% | -7.6% |
| 3M | +10.4% | -4.3% | +14.7% | +12.0% |
| 6M | +17.5% | +5.4% | +12.1% | +14.0% |
| YTD | +37.8% | +4.5% | +33.3% | +33.0% |
| 1Y | +33.8% | +14.0% | +19.8% | +24.3% |
| 3Y | +69.1% | +93.4% | -24.3% | +19.6% |
| 5Y | +165.7% | +0.5% | +165.2% | +146.6% |
| All | +216.1% | +77.1% | +139.1% | +106.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling