+43.3%
SHEL vs TPR
+20.9%
+22.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.8% | -2.1% |
| 7D | -3.2% | +12.6% | -15.8% | -2.6% |
| 30D | +5.5% | +7.1% | -1.6% | +5.9% |
| 3M | +14.4% | -19.4% | +33.7% | +13.3% |
| 6M | +16.2% | -9.7% | +25.9% | +16.7% |
| YTD | +42.4% | -1.0% | +43.4% | +43.7% |
| 1Y | +43.3% | +19.3% | +24.0% | +41.8% |
| All | +43.3% | +20.9% | +22.4% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling