+206.4%
SHEL vs TPR
+313.1%
-106.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.3% | +3.4% |
| 7D | +1.9% | -3.4% | +5.3% | +2.7% |
| 30D | +8.7% | -27.3% | +36.0% | +16.6% |
| 3M | +11.0% | -16.2% | +27.2% | +14.7% |
| 6M | +14.6% | -17.9% | +32.4% | +18.1% |
| YTD | +33.3% | -7.1% | +40.4% | +32.3% |
| 1Y | +37.9% | +13.6% | +24.3% | +29.1% |
| 3Y | +69.7% | +293.7% | -224.0% | +7.6% |
| 5Y | +190.2% | +239.1% | -48.9% | +82.7% |
| All | +206.4% | +313.1% | -106.7% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling