+162.6%
SHEL vs TRMB
-36.0%
+198.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | +0.8% | +2.8% | -2.0% | +0.4% |
| 30D | -3.6% | -5.9% | +2.3% | -3.0% |
| 3M | +12.0% | -3.3% | +15.3% | +12.1% |
| 6M | +19.7% | +1.3% | +18.4% | +18.5% |
| YTD | +39.6% | -29.0% | +68.6% | +46.6% |
| 1Y | +36.4% | -27.8% | +64.2% | +42.7% |
| 3Y | +70.2% | +36.3% | +33.9% | +54.9% |
| All | +162.6% | -36.0% | +198.7% | +172.1% |
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