+81.5%
SHEL vs TLN
+583.6%
-502.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.5% |
| 7D | +2.2% | +7.1% | -4.8% | +1.9% |
| 30D | +6.8% | -3.9% | +10.7% | +7.0% |
| 3M | +8.1% | -16.2% | +24.3% | +8.7% |
| 6M | +14.4% | -5.8% | +20.2% | +14.1% |
| YTD | +30.0% | -15.4% | +45.4% | +30.1% |
| 1Y | +33.3% | -16.7% | +50.0% | +33.3% |
| 3Y | +66.4% | +473.8% | -407.3% | +48.8% |
| All | +81.5% | +583.6% | -502.1% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling