+2,650.9%
SHEL vs TFC
+2,536.2%
+114.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | +0.8% | +2.3% | -1.5% | +0.1% |
| 30D | -3.6% | +10.8% | -14.4% | -6.6% |
| 3M | +12.0% | -3.8% | +15.8% | +13.1% |
| 6M | +19.7% | +9.6% | +10.1% | +15.8% |
| YTD | +39.6% | +5.8% | +33.9% | +35.7% |
| 1Y | +36.4% | +16.2% | +20.3% | +28.8% |
| 3Y | +70.2% | +96.0% | -25.8% | +34.2% |
| 5Y | +169.2% | +1.7% | +167.5% | +151.6% |
| 10Y | +217.1% | +79.9% | +137.2% | +144.6% |
| All | +2,650.9% | +2,536.2% | +114.7% | +1,390.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling