+37.5%
SHEL vs TMF
-21.8%
+59.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +1.9% | +1.0% | +1.0% | +2.2% |
| 30D | +8.7% | -1.8% | +10.5% | +8.2% |
| 3M | +11.0% | -8.2% | +19.2% | +9.0% |
| 6M | +14.6% | -19.5% | +34.1% | +10.3% |
| YTD | +33.3% | -16.0% | +49.2% | +29.6% |
| All | +37.5% | -21.8% | +59.2% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling