+134.0%
SHEL vs TPG
+74.1%
+59.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | +4.1% | -9.4% | +13.5% | +5.5% |
| 30D | +8.4% | -5.3% | +13.6% | +9.0% |
| 3M | +13.7% | +12.9% | +0.8% | +11.2% |
| 6M | +12.7% | +20.1% | -7.4% | +8.8% |
| YTD | +35.3% | -22.5% | +57.8% | +39.9% |
| 1Y | +39.4% | -19.7% | +59.0% | +42.8% |
| 3Y | +71.5% | +81.2% | -9.7% | +48.0% |
| All | +134.0% | +74.1% | +59.9% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 all: compounded portfolio wealth divided by compounded TPG 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…
all analysis · Full analysis span regression · 6 months rolling