+2,460.3%
SHEL vs TSN
+890.5%
+1,569.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.8% |
| 7D | +2.2% | -6.3% | +8.6% | +3.6% |
| 30D | +6.8% | -10.8% | +17.7% | +9.4% |
| 3M | +8.1% | -8.8% | +16.9% | +9.9% |
| 6M | +14.4% | -16.8% | +31.2% | +18.3% |
| YTD | +30.0% | -10.0% | +40.0% | +32.0% |
| 1Y | +33.3% | -5.3% | +38.6% | +33.7% |
| 3Y | +66.4% | +8.5% | +57.9% | +60.5% |
| 5Y | +178.6% | -22.9% | +201.5% | +186.2% |
| 10Y | +198.4% | -12.6% | +211.1% | +192.1% |
| All | +2,460.3% | +890.5% | +1,569.8% | +1,636.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling