+491.2%
SHEL vs TRI
+518.6%
-27.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.5% | +9.1% | +5.3% |
| 7D | +1.9% | -7.1% | +9.0% | +4.8% |
| 30D | +8.7% | -2.3% | +11.0% | +8.9% |
| 3M | +11.0% | +19.6% | -8.6% | -0.3% |
| 6M | +14.6% | -8.7% | +23.3% | +14.5% |
| YTD | +33.3% | -22.3% | +55.5% | +40.7% |
| 1Y | +37.9% | -40.7% | +78.5% | +65.3% |
| 3Y | +69.7% | -17.8% | +87.5% | +66.9% |
| 5Y | +190.2% | -8.5% | +198.6% | +162.8% |
| 10Y | +197.0% | +192.6% | +4.4% | +39.5% |
| All | +491.2% | +518.6% | -27.4% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling