+210.0%
SHEL vs TFC
+98.7%
+111.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +4.1% | -2.4% | +6.5% | +5.1% |
| 30D | +8.4% | -3.4% | +11.7% | +9.7% |
| 3M | +13.7% | +0.4% | +13.3% | +13.0% |
| 6M | +12.7% | +12.7% | 0.0% | +6.2% |
| YTD | +35.3% | +5.6% | +29.7% | +30.3% |
| 1Y | +39.4% | +16.0% | +23.3% | +28.5% |
| 3Y | +71.5% | +94.0% | -22.5% | +20.7% |
| 5Y | +195.0% | +16.2% | +178.9% | +153.1% |
| All | +210.0% | +98.7% | +111.3% | +91.2% |
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