+69.7%
SHEL vs TMF
-42.4%
+112.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +1.9% | +1.0% | +1.0% | +2.0% |
| 30D | +8.7% | -1.8% | +10.5% | +8.6% |
| 3M | +11.0% | -8.2% | +19.2% | +10.8% |
| 6M | +14.6% | -19.5% | +34.1% | +14.2% |
| YTD | +33.3% | -16.0% | +49.2% | +32.9% |
| 1Y | +37.9% | -22.5% | +60.4% | +37.5% |
| 3Y | +69.7% | -42.3% | +112.0% | +66.4% |
| All | +69.7% | -42.4% | +112.1% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling