+220.3%
SHEL vs TSN
+14.5%
+205.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.6% |
| 7D | +0.8% | -1.4% | +2.2% | +1.3% |
| 30D | -3.6% | +8.5% | -12.1% | -6.3% |
| 3M | +12.0% | +5.3% | +6.8% | +9.8% |
| 6M | +19.7% | -10.5% | +30.2% | +23.4% |
| YTD | +39.6% | +3.0% | +36.7% | +36.3% |
| 1Y | +36.4% | +12.1% | +24.3% | +29.0% |
| 3Y | +70.2% | +43.1% | +27.1% | +43.3% |
| 5Y | +169.2% | -15.1% | +184.3% | +173.1% |
| All | +220.3% | +14.5% | +205.8% | +171.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling