+197.0%
SHEL vs TMF
-86.8%
+283.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +1.9% | +1.0% | +1.0% | +2.1% |
| 30D | +8.7% | -1.8% | +10.5% | +8.5% |
| 3M | +11.0% | -8.2% | +19.2% | +10.0% |
| 6M | +14.6% | -19.5% | +34.1% | +12.0% |
| YTD | +33.3% | -16.0% | +49.2% | +31.1% |
| 1Y | +37.9% | -22.5% | +60.4% | +34.5% |
| 3Y | +69.7% | -42.3% | +112.0% | +62.5% |
| 5Y | +190.2% | -87.7% | +277.8% | +118.5% |
| 10Y | +197.0% | -86.5% | +283.5% | +143.6% |
| All | +197.0% | -86.8% | +283.8% | +143.6% |
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