+43.3%
SHEL vs TKO
+5.6%
+37.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.4% | -5.6% | -2.2% |
| 7D | -3.2% | +11.3% | -14.4% | -3.0% |
| 30D | +5.5% | +9.3% | -3.8% | +5.7% |
| 3M | +14.4% | +5.3% | +9.1% | +14.5% |
| 6M | +16.2% | +4.9% | +11.3% | +16.1% |
| YTD | +42.4% | -6.3% | +48.7% | +41.4% |
| 1Y | +43.3% | +4.9% | +38.4% | +42.2% |
| All | +43.3% | +5.6% | +37.6% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling