+182.9%
SHEL vs TMF
-87.6%
+270.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | +2.2% | -1.4% | +3.7% | +2.2% |
| 30D | +6.8% | -2.8% | +9.7% | +6.7% |
| 3M | +8.1% | -10.9% | +19.0% | +7.5% |
| 6M | +14.4% | -21.3% | +35.7% | +13.1% |
| YTD | +30.0% | -15.9% | +45.8% | +29.0% |
| 1Y | +33.3% | -15.7% | +49.1% | +32.4% |
| 3Y | +66.4% | -43.4% | +109.8% | +62.8% |
| All | +182.9% | -87.6% | +270.5% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling