+39.4%
SHEL vs TRU
-13.7%
+53.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.9% |
| 7D | +4.1% | -2.7% | +6.8% | +4.0% |
| 30D | +8.4% | -2.0% | +10.4% | +8.3% |
| 3M | +13.7% | +18.4% | -4.7% | +14.6% |
| 6M | +12.7% | +8.9% | +3.8% | +13.2% |
| YTD | +35.3% | -8.9% | +44.2% | +36.4% |
| 1Y | +39.4% | -15.9% | +55.2% | +40.8% |
| All | +39.4% | -13.7% | +53.0% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling