+71.5%
SHEL vs TRI
-18.9%
+90.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | +4.1% | -7.9% | +12.0% | +4.6% |
| 30D | +8.4% | -4.5% | +12.9% | +8.5% |
| 3M | +13.7% | +22.1% | -8.4% | +11.3% |
| 6M | +12.7% | -2.8% | +15.5% | +12.1% |
| YTD | +35.3% | -23.4% | +58.7% | +37.0% |
| 1Y | +39.4% | -41.5% | +80.9% | +47.0% |
| 3Y | +71.5% | -19.2% | +90.7% | +60.4% |
| All | +71.5% | -18.9% | +90.4% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling