+70.2%
SHEL vs TSN
+41.9%
+28.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.4% |
| 7D | +0.8% | -1.4% | +2.2% | +0.9% |
| 30D | -3.6% | +8.5% | -12.1% | -4.5% |
| 3M | +12.0% | +5.3% | +6.8% | +11.3% |
| 6M | +19.7% | -10.5% | +30.2% | +21.2% |
| YTD | +39.6% | +3.0% | +36.7% | +38.4% |
| 1Y | +36.4% | +12.1% | +24.3% | +33.5% |
| 3Y | +70.2% | +43.1% | +27.1% | +65.3% |
| All | +70.2% | +41.9% | +28.3% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling