+188.8%
SHEL vs TGT
-25.8%
+214.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +4.1% | -5.2% | +9.3% | +4.7% |
| 30D | +8.4% | +1.2% | +7.2% | +8.2% |
| 3M | +13.7% | +18.4% | -4.7% | +11.2% |
| 6M | +12.7% | +33.4% | -20.7% | +8.4% |
| YTD | +35.3% | +63.8% | -28.5% | +26.5% |
| 1Y | +39.4% | +77.2% | -37.8% | +28.7% |
| 3Y | +71.5% | +41.8% | +29.7% | +59.8% |
| All | +188.8% | -25.8% | +214.6% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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