+189.1%
SHEL vs TOST
-46.9%
+236.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.0% |
| 7D | -8.8% | +9.4% | -18.3% | -9.3% |
| 30D | +2.3% | +13.5% | -11.2% | +1.6% |
| 3M | +11.6% | -0.1% | +11.7% | +11.5% |
| 6M | +15.7% | +22.5% | -6.8% | +14.0% |
| YTD | +38.6% | -2.4% | +40.9% | +38.1% |
| 1Y | +38.5% | -4.7% | +43.2% | +38.2% |
| 3Y | +66.9% | +103.2% | -36.4% | +57.1% |
| 5Y | +160.6% | -41.2% | +201.8% | +151.1% |
| All | +189.1% | -46.9% | +236.0% | +181.6% |
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