+210.0%
SHEL vs TRI
+196.2%
+13.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | +4.1% | -7.9% | +12.0% | +6.2% |
| 30D | +8.4% | -4.5% | +12.9% | +9.2% |
| 3M | +13.7% | +22.1% | -8.4% | +5.6% |
| 6M | +12.7% | -2.8% | +15.5% | +11.1% |
| YTD | +35.3% | -23.4% | +58.7% | +43.3% |
| 1Y | +39.4% | -41.5% | +80.9% | +63.4% |
| 3Y | +71.5% | -19.2% | +90.7% | +68.8% |
| 5Y | +195.0% | -9.4% | +204.4% | +168.8% |
| All | +210.0% | +196.2% | +13.8% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling