+192.5%
SHEL vs TRGP
+627.0%
-434.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +3.9% | -0.6% | +4.5% | +4.2% |
| 30D | +7.0% | +10.0% | -3.0% | +1.9% |
| 3M | +12.5% | +7.6% | +4.9% | +8.2% |
| 6M | +14.8% | +26.8% | -12.0% | +1.6% |
| YTD | +34.2% | +60.6% | -26.4% | +5.8% |
| 1Y | +37.0% | +82.5% | -45.5% | +0.8% |
| 3Y | +70.9% | +265.0% | -194.1% | -19.5% |
| 5Y | +192.5% | +645.9% | -453.3% | -17.7% |
| All | +192.5% | +627.0% | -434.5% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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