+43.3%
SHEL vs TXG
+406.9%
-363.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.4% | -5.7% | -2.1% |
| 7D | -3.2% | -19.3% | +16.1% | -3.8% |
| 30D | +5.5% | -30.9% | +36.5% | +4.5% |
| 3M | +14.4% | +41.1% | -26.7% | +16.2% |
| 6M | +16.2% | +211.9% | -195.7% | +20.4% |
| YTD | +42.4% | +314.0% | -271.6% | +44.8% |
| 1Y | +43.3% | +405.4% | -362.1% | +43.9% |
| All | +43.3% | +406.9% | -363.6% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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