+69.7%
SHEL vs TPR
+292.6%
-222.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.3% | +2.7% |
| 7D | +1.9% | -3.4% | +5.3% | +2.1% |
| 30D | +8.7% | -27.3% | +36.0% | +10.3% |
| 3M | +11.0% | -16.2% | +27.2% | +11.8% |
| 6M | +14.6% | -17.9% | +32.4% | +15.3% |
| YTD | +33.3% | -7.1% | +40.4% | +32.6% |
| 1Y | +37.9% | +13.6% | +24.3% | +34.1% |
| 3Y | +69.7% | +293.7% | -224.0% | +42.4% |
| All | +69.7% | +292.6% | -222.9% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling