+470.0%
SHEL vs TKO
+1,406.3%
-936.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.7% |
| 7D | +3.0% | +0.7% | +2.3% | +2.9% |
| 30D | +7.2% | +0.9% | +6.3% | +6.9% |
| 3M | +12.9% | -6.2% | +19.1% | +13.7% |
| 6M | +13.7% | -5.6% | +19.3% | +14.2% |
| YTD | +33.7% | -7.8% | +41.5% | +34.5% |
| 1Y | +37.9% | -1.2% | +39.1% | +36.7% |
| 3Y | +70.2% | +106.5% | -36.3% | +46.1% |
| 5Y | +192.3% | +310.4% | -118.0% | +118.8% |
| 10Y | +207.3% | +987.5% | -780.2% | +88.9% |
| All | +470.0% | +1,406.3% | -936.3% | +172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling