+43.3%
SHEL vs TW
+20.8%
+22.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.3% | -2.2% |
| 7D | -3.2% | +6.0% | -9.1% | -3.1% |
| 30D | +5.5% | +18.6% | -13.0% | +5.9% |
| 3M | +14.4% | +26.5% | -12.2% | +14.9% |
| 6M | +16.2% | +13.1% | +3.0% | +16.7% |
| YTD | +42.4% | +18.5% | +23.9% | +48.1% |
| 1Y | +43.3% | +21.7% | +21.6% | +47.5% |
| All | +43.3% | +20.8% | +22.5% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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