+192.5%
SHEL vs TFC
+14.0%
+178.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +3.9% | -2.5% | +6.4% | +4.5% |
| 30D | +7.0% | -2.8% | +9.8% | +7.6% |
| 3M | +12.5% | +2.1% | +10.3% | +11.7% |
| 6M | +14.8% | +10.1% | +4.7% | +11.5% |
| YTD | +34.2% | +5.4% | +28.7% | +31.4% |
| 1Y | +37.0% | +16.3% | +20.7% | +30.5% |
| 3Y | +70.9% | +95.9% | -25.0% | +38.5% |
| 5Y | +192.5% | +16.0% | +176.6% | +165.2% |
| All | +192.5% | +14.0% | +178.6% | +165.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling