+210.0%
SHEL vs TRU
+147.2%
+62.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.6% |
| 7D | +4.1% | -2.7% | +6.8% | +4.8% |
| 30D | +8.4% | -2.0% | +10.4% | +8.7% |
| 3M | +13.7% | +18.4% | -4.7% | +8.2% |
| 6M | +12.7% | +8.9% | +3.8% | +8.7% |
| YTD | +35.3% | -8.9% | +44.2% | +35.7% |
| 1Y | +39.4% | -15.9% | +55.2% | +42.2% |
| 3Y | +71.5% | -1.1% | +72.5% | +58.3% |
| 5Y | +195.0% | -35.2% | +230.2% | +215.3% |
| All | +210.0% | +147.2% | +62.8% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling