+2,460.3%
SHEL vs TFC
+2,596.5%
-136.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +2.2% | +2.4% | -0.2% | +1.5% |
| 30D | +6.8% | -1.3% | +8.1% | +7.2% |
| 3M | +8.1% | +6.1% | +2.0% | +5.9% |
| 6M | +14.4% | +7.3% | +7.1% | +11.2% |
| YTD | +30.0% | +8.2% | +21.8% | +25.7% |
| 1Y | +33.3% | +14.4% | +18.9% | +26.5% |
| 3Y | +66.4% | +93.7% | -27.3% | +31.4% |
| 5Y | +178.6% | +16.4% | +162.2% | +149.9% |
| 10Y | +198.4% | +101.6% | +96.9% | +123.6% |
| All | +2,460.3% | +2,596.5% | -136.2% | +1,280.2% |
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 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