+207.3%
SHEL vs TPR
+299.5%
-92.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.1% |
| 7D | +3.0% | -7.3% | +10.3% | +4.8% |
| 30D | +7.2% | -30.7% | +37.9% | +16.3% |
| 3M | +12.9% | -21.6% | +34.5% | +18.6% |
| 6M | +13.7% | -21.3% | +35.0% | +18.4% |
| YTD | +33.7% | -10.2% | +43.8% | +33.7% |
| 1Y | +37.9% | +9.5% | +28.4% | +30.2% |
| 3Y | +70.2% | +280.8% | -210.5% | +8.7% |
| 5Y | +192.3% | +218.7% | -26.4% | +87.4% |
| 10Y | +207.3% | +306.7% | -99.4% | +50.8% |
| All | +207.3% | +299.5% | -92.2% | +50.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling