+2,271.8%
SHEL vs TRMB
+3,381.2%
-1,109.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | +2.2% | -2.5% | +4.8% | +2.6% |
| 30D | +6.8% | +1.5% | +5.3% | +6.6% |
| 3M | +8.1% | +6.8% | +1.3% | +6.9% |
| 6M | +14.4% | -14.9% | +29.4% | +16.4% |
| YTD | +30.0% | -24.1% | +54.1% | +33.9% |
| 1Y | +33.3% | -25.4% | +58.7% | +37.5% |
| 3Y | +66.4% | +8.0% | +58.4% | +61.8% |
| 5Y | +178.6% | -37.3% | +215.9% | +187.1% |
| 10Y | +198.4% | +116.8% | +81.6% | +162.0% |
| All | +2,271.8% | +3,381.2% | -1,109.3% | +1,353.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling