+188.5%
SHEL vs TOST
-46.7%
+235.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -5.8% | +4.0% | -9.8% | -6.0% |
| 30D | -1.3% | +11.1% | -12.3% | -1.9% |
| 3M | +12.7% | +0.8% | +11.9% | +12.5% |
| 6M | +19.9% | +38.8% | -18.9% | +17.4% |
| YTD | +38.3% | -2.1% | +40.3% | +37.8% |
| 1Y | +35.7% | -6.0% | +41.7% | +35.6% |
| 3Y | +71.7% | +149.8% | -78.1% | +59.8% |
| 5Y | +158.4% | -42.8% | +201.2% | +148.9% |
| All | +188.5% | -46.7% | +235.2% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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