+36.4%
SHEL vs TFC
+14.5%
+21.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | +0.8% | +1.2% | -0.4% | +0.9% |
| 30D | -3.6% | +9.7% | -13.2% | -3.0% |
| 3M | +12.0% | -4.8% | +16.8% | +11.4% |
| 6M | +19.7% | +8.4% | +11.3% | +21.1% |
| YTD | +39.6% | +4.7% | +35.0% | +39.3% |
| 1Y | +36.4% | +15.0% | +21.5% | +33.2% |
| All | +36.4% | +14.5% | +21.9% | +33.2% |
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 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