+71.5%
SHEL vs TKO
+102.7%
-31.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | +4.1% | +2.3% | +1.8% | +3.9% |
| 30D | +8.4% | -2.5% | +10.9% | +8.5% |
| 3M | +13.7% | -10.6% | +24.3% | +14.5% |
| 6M | +12.7% | -5.1% | +17.8% | +12.9% |
| YTD | +35.3% | -8.2% | +43.5% | +35.7% |
| 1Y | +39.4% | -4.4% | +43.8% | +39.1% |
| 3Y | +71.5% | +100.4% | -28.9% | +61.2% |
| All | +71.5% | +102.7% | -31.2% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling