+66.8%
SHEL vs TOST
+142.2%
-75.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | -3.9% | -3.6% | -0.3% | -3.8% |
| 30D | -3.7% | +8.9% | -12.5% | -4.0% |
| 3M | +9.1% | -2.2% | +11.3% | +9.1% |
| 6M | +16.7% | +41.0% | -24.3% | +14.5% |
| YTD | +36.8% | -4.0% | +40.8% | +37.2% |
| 1Y | +31.8% | -9.6% | +41.4% | +32.8% |
| All | +66.8% | +142.2% | -75.4% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling