+92.4%
SHEL vs TLN
+733.8%
-641.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.6% |
| 7D | -1.6% | +22.3% | -23.8% | -2.4% |
| 30D | -4.3% | +1.2% | -5.5% | -4.4% |
| 3M | +10.4% | +5.9% | +4.5% | +10.0% |
| 6M | +17.5% | +3.2% | +14.3% | +17.0% |
| YTD | +37.8% | +3.2% | +34.7% | +36.7% |
| 1Y | +33.8% | +5.2% | +28.6% | +32.3% |
| 3Y | +69.1% | +606.3% | -537.2% | +49.6% |
| All | +92.4% | +733.8% | -641.4% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling