+143.9%
SHEL vs TSLQ
-97.3%
+241.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -8.0% | +10.5% | +2.3% |
| 7D | +1.9% | -8.6% | +10.5% | +1.7% |
| 30D | +8.7% | -24.9% | +33.5% | +7.8% |
| 3M | +11.0% | -1.5% | +12.5% | +11.4% |
| 6M | +14.6% | -18.1% | +32.6% | +14.6% |
| YTD | +33.3% | -0.1% | +33.4% | +34.7% |
| 1Y | +37.9% | -51.4% | +89.2% | +36.0% |
| 3Y | +69.7% | -95.9% | +165.7% | +60.7% |
| All | +143.9% | -97.3% | +241.1% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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