+71.5%
SHEL vs TRV
+146.6%
-75.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | +0.6% |
| 7D | +4.1% | +1.9% | +2.2% | +3.9% |
| 30D | +8.4% | +1.7% | +6.7% | +8.2% |
| 3M | +13.7% | +23.9% | -10.2% | +10.7% |
| 6M | +12.7% | +26.3% | -13.6% | +9.5% |
| YTD | +35.3% | +30.8% | +4.5% | +30.7% |
| 1Y | +39.4% | +36.3% | +3.0% | +33.7% |
| 3Y | +71.5% | +145.0% | -73.6% | +50.0% |
| All | +71.5% | +146.6% | -75.1% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 3y: compounded portfolio wealth divided by compounded TRV 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…
3y analysis · Full analysis span regression · 6 months rolling