+186.4%
SHEL vs TRV
+157.5%
+28.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | +3.9% | -1.5% | +5.4% | +4.3% |
| 30D | +7.0% | -1.8% | +8.8% | +7.4% |
| 3M | +12.5% | +21.6% | -9.1% | +6.4% |
| 6M | +14.8% | +22.5% | -7.7% | +8.2% |
| YTD | +34.2% | +28.1% | +6.0% | +24.7% |
| 1Y | +37.0% | +37.0% | 0.0% | +24.5% |
| 3Y | +70.9% | +141.9% | -71.0% | +21.8% |
| All | +186.4% | +157.5% | +28.9% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling