+210.0%
SHEL vs TNA
+86.1%
+123.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.6% |
| 7D | +4.1% | -7.3% | +11.4% | +5.8% |
| 30D | +8.4% | -14.2% | +22.6% | +11.9% |
| 3M | +13.7% | -4.6% | +18.3% | +14.0% |
| 6M | +12.7% | +36.9% | -24.2% | +2.4% |
| YTD | +35.3% | +42.5% | -7.2% | +20.8% |
| 1Y | +39.4% | +45.8% | -6.4% | +22.2% |
| 3Y | +71.5% | +104.7% | -33.2% | +23.8% |
| 5Y | +195.0% | -21.7% | +216.7% | +143.9% |
| All | +210.0% | +86.1% | +123.9% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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