+450.5%
SHEL vs TPR
+8,033.7%
-7,583.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -8.8% | +14.2% | -23.0% | -11.8% |
| 30D | +2.3% | +17.1% | -14.8% | -1.6% |
| 3M | +11.6% | -17.7% | +29.3% | +15.7% |
| 6M | +15.7% | -10.2% | +25.8% | +16.9% |
| YTD | +38.6% | +4.9% | +33.6% | +33.5% |
| 1Y | +38.5% | +36.1% | +2.3% | +25.0% |
| 3Y | +66.9% | +416.5% | -349.6% | +3.8% |
| 5Y | +160.6% | +254.8% | -94.2% | +71.2% |
| 10Y | +214.1% | +391.7% | -177.7% | +70.7% |
| All | +450.5% | +8,033.7% | -7,583.1% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling