+2,448.5%
SHEL vs TRMB
+3,157.0%
-708.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | +12.0% | -3.3% | +15.3% | +12.2% |
| 6M | +19.7% | +1.3% | +18.4% | +18.8% |
| YTD | +39.6% | -29.0% | +68.6% | +44.8% |
| 1Y | +36.4% | -27.8% | +64.2% | +41.1% |
| 3Y | +70.2% | +36.3% | +33.9% | +60.3% |
| 5Y | +169.2% | -35.8% | +205.1% | +176.1% |
| 10Y | +217.1% | +103.1% | +114.0% | +180.1% |
| All | +2,448.5% | +3,157.0% | -708.5% | +1,471.5% |
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 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