+43.3%
SHEL vs TSN
+19.9%
+23.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.4% | -7.6% | -2.6% |
| 7D | -3.2% | +8.4% | -11.6% | -3.8% |
| 30D | +5.5% | +16.1% | -10.6% | +4.4% |
| 3M | +14.4% | +3.2% | +11.2% | +13.8% |
| 6M | +16.2% | -11.1% | +27.3% | +17.8% |
| YTD | +42.4% | +5.1% | +37.3% | +40.3% |
| 1Y | +43.3% | +19.4% | +23.9% | +38.1% |
| All | +43.3% | +19.9% | +23.4% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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