+68.9%
SHEL vs TFC
+93.4%
-24.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.7% | +2.9% |
| 7D | +1.9% | +2.2% | -0.3% | +1.5% |
| 30D | +8.7% | -2.5% | +11.1% | +9.0% |
| 3M | +11.0% | +4.5% | +6.4% | +9.9% |
| 6M | +14.6% | +11.0% | +3.6% | +11.9% |
| YTD | +33.3% | +5.9% | +27.4% | +31.0% |
| 1Y | +37.9% | +14.6% | +23.3% | +32.9% |
| All | +68.9% | +93.4% | -24.5% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling