+39.4%
SHEL vs TNA
+52.8%
-13.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.9% |
| 7D | +4.1% | -7.3% | +11.4% | +4.0% |
| 30D | +8.4% | -14.2% | +22.6% | +8.2% |
| 3M | +13.7% | -4.6% | +18.3% | +13.5% |
| 6M | +12.7% | +36.9% | -24.2% | +11.2% |
| YTD | +35.3% | +42.5% | -7.2% | +32.7% |
| 1Y | +39.4% | +45.8% | -6.4% | +36.7% |
| All | +39.4% | +52.8% | -13.5% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling