+192.3%
SHEL vs TSN
-20.2%
+212.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +3.0% | -7.3% | +10.3% | +4.3% |
| 30D | +7.2% | -8.6% | +15.8% | +8.9% |
| 3M | +12.9% | -7.5% | +20.4% | +14.1% |
| 6M | +13.7% | -14.1% | +27.8% | +16.2% |
| YTD | +33.7% | -9.4% | +43.1% | +35.1% |
| 1Y | +37.9% | -4.1% | +42.0% | +37.5% |
| 3Y | +70.2% | +10.3% | +59.9% | +63.1% |
| 5Y | +192.3% | -19.7% | +212.1% | +198.4% |
| All | +192.3% | -20.2% | +212.5% | +198.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling