+422.6%
SHEL vs TMF
-68.9%
+491.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | +2.2% | -1.4% | +3.7% | +2.0% |
| 30D | +6.8% | -2.8% | +9.7% | +6.5% |
| 3M | +8.1% | -10.9% | +19.0% | +6.5% |
| 6M | +14.4% | -21.3% | +35.7% | +10.9% |
| YTD | +30.0% | -15.9% | +45.8% | +27.4% |
| 1Y | +33.3% | -15.7% | +49.1% | +30.9% |
| 3Y | +66.4% | -43.4% | +109.8% | +57.5% |
| 5Y | +178.6% | -87.8% | +266.3% | +109.4% |
| 10Y | +198.4% | -86.7% | +285.2% | +145.6% |
| All | +422.6% | -68.9% | +491.5% | +485.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling