+216.1%
SHEL vs TMF
-81.8%
+298.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.2% | +0.2% |
| 7D | -1.6% | -8.2% | +6.6% | -2.6% |
| 30D | -4.3% | +5.3% | -9.6% | -3.6% |
| 3M | +10.4% | -8.5% | +18.9% | +9.3% |
| 6M | +17.5% | -17.2% | +34.7% | +15.2% |
| YTD | +37.8% | -23.4% | +61.2% | +34.1% |
| 1Y | +33.8% | -30.2% | +64.0% | +28.8% |
| 3Y | +69.1% | -32.9% | +102.0% | +65.4% |
| 5Y | +165.7% | -88.5% | +254.2% | +96.4% |
| All | +216.1% | -81.8% | +298.0% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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