+34.0%
SHEL vs TPR
+31.4%
+2.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | 0.0% |
| 7D | -5.8% | +12.7% | -18.5% | -4.9% |
| 30D | -1.3% | +17.1% | -18.4% | -0.2% |
| 3M | +12.7% | -15.9% | +28.6% | +11.5% |
| 6M | +19.9% | +2.6% | +17.2% | +21.1% |
| YTD | +38.3% | +7.5% | +30.8% | +42.5% |
| All | +34.0% | +31.4% | +2.5% | +37.4% |
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