+71.5%
SHEL vs TNA
+101.9%
-30.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.7% |
| 7D | +4.1% | -7.3% | +11.4% | +4.8% |
| 30D | +8.4% | -14.2% | +22.6% | +9.8% |
| 3M | +13.7% | -4.6% | +18.3% | +13.8% |
| 6M | +12.7% | +36.9% | -24.2% | +7.8% |
| YTD | +35.3% | +42.5% | -7.2% | +28.4% |
| 1Y | +39.4% | +45.8% | -6.4% | +31.1% |
| 3Y | +71.5% | +104.7% | -33.2% | +55.1% |
| All | +71.5% | +101.9% | -30.4% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling