+204.1%
SHEL vs TPR
+403.1%
-199.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.8% |
| 7D | -5.8% | +12.7% | -18.5% | -8.5% |
| 30D | -1.3% | +17.1% | -18.4% | -5.1% |
| 3M | +12.7% | -15.9% | +28.6% | +16.4% |
| 6M | +19.9% | +2.6% | +17.2% | +17.5% |
| YTD | +38.3% | +7.5% | +30.8% | +32.2% |
| 1Y | +35.7% | +32.9% | +2.7% | +22.6% |
| 3Y | +71.7% | +413.8% | -342.1% | +1.7% |
| 5Y | +158.4% | +263.9% | -105.4% | +61.8% |
| 10Y | +204.1% | +389.7% | -185.7% | +50.9% |
| All | +204.1% | +403.1% | -199.1% | +50.9% |
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