+192.5%
SHEL vs TRMB
-39.6%
+232.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +3.9% | -5.4% | +9.4% | +4.8% |
| 30D | +7.0% | -2.0% | +8.9% | +7.2% |
| 3M | +12.5% | +12.3% | +0.2% | +10.0% |
| 6M | +14.8% | -17.6% | +32.4% | +18.0% |
| YTD | +34.2% | -27.5% | +61.6% | +40.8% |
| 1Y | +37.0% | -29.1% | +66.1% | +44.0% |
| 3Y | +70.9% | +11.5% | +59.4% | +62.2% |
| 5Y | +192.5% | -39.5% | +232.0% | +204.5% |
| All | +192.5% | -39.6% | +232.2% | +204.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling