+181.4%
SHEL vs TRU
+228.6%
-47.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.3% | +3.3% |
| 7D | +1.9% | -7.2% | +9.1% | +3.8% |
| 30D | +8.7% | -2.8% | +11.5% | +9.2% |
| 3M | +11.0% | +13.0% | -2.0% | +6.6% |
| 6M | +14.6% | +0.7% | +13.9% | +12.7% |
| YTD | +33.3% | -9.0% | +42.3% | +33.6% |
| 1Y | +37.9% | -16.3% | +54.2% | +40.8% |
| 3Y | +69.7% | -1.1% | +70.8% | +56.1% |
| 5Y | +190.2% | -36.0% | +226.2% | +208.5% |
| 10Y | +197.0% | +139.9% | +57.1% | +90.0% |
| All | +181.4% | +228.6% | -47.1% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling