+210.0%
SHEL vs TRMB
+121.9%
+88.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | +4.1% | -3.0% | +7.2% | +5.1% |
| 30D | +8.4% | +2.3% | +6.1% | +7.4% |
| 3M | +13.7% | +15.3% | -1.6% | +7.9% |
| 6M | +12.7% | -14.7% | +27.4% | +17.3% |
| YTD | +35.3% | -26.4% | +61.7% | +47.1% |
| 1Y | +39.4% | -30.4% | +69.8% | +53.8% |
| 3Y | +71.5% | +13.5% | +57.9% | +53.1% |
| 5Y | +195.0% | -38.6% | +233.6% | +225.5% |
| All | +210.0% | +121.9% | +88.1% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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