+159.0%
SHEL vs TPR
+255.4%
-96.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -8.8% | +14.2% | -23.0% | -10.1% |
| 30D | +2.3% | +17.1% | -14.8% | +0.6% |
| 3M | +11.6% | -17.7% | +29.3% | +13.6% |
| 6M | +15.7% | -10.2% | +25.8% | +16.4% |
| YTD | +38.6% | +4.9% | +33.6% | +36.0% |
| 1Y | +38.5% | +36.1% | +2.3% | +30.9% |
| 3Y | +66.9% | +416.5% | -349.6% | +23.8% |
| All | +159.0% | +255.4% | -96.4% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling