+39.4%
SHEL vs TRMB
-28.6%
+68.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.9% |
| 7D | +4.1% | -3.0% | +7.2% | +4.0% |
| 30D | +8.4% | +2.3% | +6.1% | +8.4% |
| 3M | +13.7% | +15.3% | -1.6% | +13.9% |
| 6M | +12.7% | -14.7% | +27.4% | +12.9% |
| YTD | +35.3% | -26.4% | +61.7% | +35.8% |
| 1Y | +39.4% | -30.4% | +69.8% | +39.3% |
| All | +39.4% | -28.6% | +68.0% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling